Approximating quadratic programming with bound constraints
نویسنده
چکیده
We consider the problem of approximating the global maximum of a quadratic program (QP) with n variables subject to bound constraints. Based on the results of Goemans and Williamson 4] and Nesterov 6], we show that a 4=7 approximate solution can be obtained in polynomial time.
منابع مشابه
Approximating quadratic programming with bound and quadratic constraints
We consider the problem of approximating the global maximum of a quadratic program (QP) subject to bound and (simple) quadratic constraints. Based on several early results, we show that a 4=7-approximate solution can be obtained in polynomial time.
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تاریخ انتشار 1997