CONVEX RELAXATIONS OF (0,1)-QUADRATIC PROGRAMMING

Citation
S. Poljak et H. Wolkowicz, CONVEX RELAXATIONS OF (0,1)-QUADRATIC PROGRAMMING, Mathematics of operations research, 20(3), 1995, pp. 550-561
Citations number
33
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Operatione Research & Management Science",Mathematics
ISSN journal
0364765X
Volume
20
Issue
3
Year of publication
1995
Pages
550 - 561
Database
ISI
SICI code
0364-765X(1995)20:3<550:CRO(P>2.0.ZU;2-U
Abstract
We consider three parametric relaxations of the (0, 1)-quadratic progr amming problem. These relaxations are to: quadratic maximization over simple box constraints, quadratic maximization over the sphere, and th e maximum eigenvalue of a bordered matrix. When minimized over the par ameter, each of the relaxations provides an upper bound on the origina l discrete problem. Moreover, these bounds are efficiently computable. Our main result is that, surprisingly, all three bounds are equal.