On Lagrangian Relaxation of Quadratic Matrix Constraints
نویسندگان
چکیده
منابع مشابه
On Lagrangian Relaxation of Quadratic Matrix Constraints
Quadratically constrained quadratic programs (QQPs) play an important modeling role for many diverse problems. These problems are in general NP hard and numerically intractable. Lagrangian relaxations often provide good approximate solutions to these hard problems. Such relaxations are equivalent to semidefinite programming relaxations. For several special cases of QQP, e.g., convex programs an...
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ژورنال
عنوان ژورنال: SIAM Journal on Matrix Analysis and Applications
سال: 2000
ISSN: 0895-4798,1095-7162
DOI: 10.1137/s0895479898340299