New semidefinite programming relaxations for box constrained quadratic program

Yong Xia

doi:10.1007/s11425-012-4512-x

New semidefinite programming relaxations for box constrained quadratic program

Yong Xia^*

^*Corresponding author for this work

School of Mathematical Sciences

Research output: Contribution to journal › Article › peer-review

6 Scopus citations

Abstract

We establish in this paper optimal parametric Lagrangian dual models for box constrained quadratic program based on the generalized D. C. (difference between convex) optimization approach, which can be reformulated as semidefinite programming problems. As an application, we propose new valid linear constraints for rank-one relaxation.

Original language	English
Pages (from-to)	877-886
Number of pages	10
Journal	Science China Mathematics
Volume	56
Issue number	4
DOIs	https://doi.org/10.1007/s11425-012-4512-x
State	Published - Apr 2013

Keywords

D.C. optimization
Lagrangian dual
box constrained quadratic program
lower bound
semidefinite programming
zonotope

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10.1007/s11425-012-4512-x

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title = "New semidefinite programming relaxations for box constrained quadratic program",

abstract = "We establish in this paper optimal parametric Lagrangian dual models for box constrained quadratic program based on the generalized D. C. (difference between convex) optimization approach, which can be reformulated as semidefinite programming problems. As an application, we propose new valid linear constraints for rank-one relaxation.",

keywords = "D.C. optimization, Lagrangian dual, box constrained quadratic program, lower bound, semidefinite programming, zonotope",

author = "Yong Xia",

year = "2013",

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AB - We establish in this paper optimal parametric Lagrangian dual models for box constrained quadratic program based on the generalized D. C. (difference between convex) optimization approach, which can be reformulated as semidefinite programming problems. As an application, we propose new valid linear constraints for rank-one relaxation.

KW - D.C. optimization

KW - Lagrangian dual

KW - box constrained quadratic program

KW - lower bound

KW - semidefinite programming

KW - zonotope

UR - https://www.scopus.com/pages/publications/84875416732

U2 - 10.1007/s11425-012-4512-x

DO - 10.1007/s11425-012-4512-x

M3 - 文章

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VL - 56

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JO - Science China Mathematics

JF - Science China Mathematics

IS - 4

ER -

New semidefinite programming relaxations for box constrained quadratic program

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Keywords

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