On Equivalence of Semidefinite Relaxations for Quadratic Matrix Programming
نویسندگان
چکیده
منابع مشابه
On Equivalence of Semidefinite Relaxations for Quadratic Matrix Programming
We analyze two popular semidefinite programming relaxations for quadratically constrained quadratic programs with matrix variables. These relaxations are based on vector lifting and on matrix lifting; they are of different size and expense. We prove, under mild assumptions, that these two relaxations provide equivalent bounds. Thus, our results provide a theoretical guideline for how to choose ...
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ژورنال
عنوان ژورنال: Mathematics of Operations Research
سال: 2011
ISSN: 0364-765X,1526-5471
DOI: 10.1287/moor.1100.0473