Second order cone programming relaxation of a positive semidefinite constraint
نویسندگان
چکیده
The positive semideenite constraint for the variable matrix in semideenite programming (SDP) relaxation is further relaxed by a nite number of second order cone constraints in second order cone programming (SOCP) relaxations. A few types of SOCP relaxations are obtained from diierent ways of expressing the positive semideenite constraint of the SDP relaxation. We present how such SOCP relaxations can be derived, and show the relationship between the resulting SOCP relaxations.
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عنوان ژورنال:
- Optimization Methods and Software
دوره 18 شماره
صفحات -
تاریخ انتشار 2003