Global Quadratic Optimization Via Conic Relaxation.

We present a convex conic relaxation for a problem of maximising an indefinite quadratic form over a set of convex constraints on the squared variables. We show that for all these problems we get at least 12/37 relative accuracy of the approximation. In the second part of the paper we derive the conix relaxation by another approach based on the second order optimality condition.

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Year of publication:	1998
Authors:	Nesterov, Y.
Institutions:	Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
Subject:	OPTIMIZATION \| MATHEMATICAL ANALYSIS \| OPERATIONS RESEARCH

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Series:	Papers.
Type of publication:	Book / Working Paper
Notes:	23 pages
Classification:	C60 - Mathematical Methods and Programming. General ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005779408