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Exactness Criteria for SDP-Relaxations of Quadratic Extremum Problems.

Authors :
Berezovskyi, O.
Source :
Cybernetics & Systems Analysis. Nov2016, Vol. 52 Issue 6, p915-920. 6p.
Publication Year :
2016

Abstract

The author analyzes the conditions of obtaining exact solutions to quadratic extremum problems of general type by using SDP-relaxations. Based on the known results for exactness of dual bounds (Lagrangian relaxations) and their relationship with SDP-relaxations, several conditions are formulated, under which the values of optimal objective function of the quadratic extremal problem and its SDP-relaxation are equal. [ABSTRACT FROM AUTHOR]

Subjects

Subjects :
*SEMIDEFINITE programming
*RELAXATION methods (Mathematics)
*QUADRATIC equations
*MATHEMATICAL bounds
*EXTREMAL problems (Mathematics)
*LAGRANGIAN functions

Details

Language :
English
ISSN :
10600396
Volume :
52
Issue :
6
Database :
Academic Search Index
Journal :
Cybernetics & Systems Analysis
Publication Type :
Academic Journal
Accession number :
119807402
Full Text :
https://doi.org/10.1007/s10559-016-9893-3
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