Approximating global quadratic optimization with convex quadratic constraints

Authors
Ye, YY
Citation
Yy. Ye, Approximating global quadratic optimization with convex quadratic constraints, J GLOB OPT, 15(1), 1999, pp. 1-17
Citations number
20
Categorie Soggetti
Engineering Mathematics
Journal title
JOURNAL OF GLOBAL OPTIMIZATION
ISSN journal
09255001 → ACNP
Volume
15
Issue
1
Year of publication
1999
Pages
1 - 17
Database
ISI
SICI code
0925-5001(199907)15:1<1:AGQOWC>2.0.ZU;2-J
Abstract
We consider the problem of approximating the global maximum of a quadratic program (QP) subject to convex non-homogeneous quadratic constraints. We pr ove an approximation quality bound that is related to a condition number of the convex feasible set; and it is the currently best for approximating ce rtain problems, such as quadratic optimization over the assignment polytope , according to the best of our knowledge.