Approximating quadratic programming with bound and quadratic constraints

Authors
Ye, YY
Citation
Yy. Ye, Approximating quadratic programming with bound and quadratic constraints, MATH PROGR, 84(2), 1999, pp. 219-226
Citations number
15
Categorie Soggetti
Mathematics
Journal title
MATHEMATICAL PROGRAMMING
ISSN journal
00255610 → ACNP
Volume
84
Issue
2
Year of publication
1999
Pages
219 - 226
Database
ISI
SICI code
0025-5610(199902)84:2<219:AQPWBA>2.0.ZU;2-U
Abstract
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 obtai ned in polynomial time.