국가지식-학술정보
SOLUTIONS OF NONCONVEX QUADRATIC OPTIMIZATION PROBLEMS VIA DIAGONALIZATION
SOLUTIONS OF NONCONVEX QUADRATIC OPTIMIZATION PROBLEMS VIA DIAGONALIZATION
- 한국산업응용수학회
- Journal of the Korean Society for Industrial and Applied Mathematics
- Vol.5 No.2
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2001.01137 - 147 (11 pages)
- 0
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Nonconvex Quadratic Optimization Problems (QOP) are solved approximately by SDP (semidefinite programming) relaxation and SOCP (second order cone programmming) relaxation. Nonconvex QOPs with special structures can be solved exactly by SDP and SOCP. We propose a method to formulate general nonconvex QOPs into the special form of the QOP, which can provide a way to find more accurate solutions. Numerical results are shown to illustrate advantages of the proposed method.
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