Computational optimization and applications, 2011-04, Vol.48 (3), p.653-673
2011
Details
- Autor(en) / Beteiligte
- Titel
- Relaxing the optimality conditions of box QP
- Ist Teil von
- Computational optimization and applications, 2011-04, Vol.48 (3), p.653-673
- Ort / Verlag
- Boston: Springer US
- Erscheinungsjahr
- 2011
- Link zum Volltext
- Quelle
- EBSCOhost Business Source Ultimate
- Beschreibungen/Notizen
- We present semidefinite relaxations of nonconvex, box-constrained quadratic programming, which incorporate the first- and second-order necessary optimality conditions, and establish theoretical relationships between the new relaxations and a basic semidefinite relaxation due to Shor. We compare these relaxations in the context of branch-and-bound to determine a global optimal solution, where it is shown empirically that the new relaxations are significantly stronger than Shor’s. An effective branching strategy is also developed.
- Sprache
- Englisch
- Identifikatoren
- ISSN: 0926-6003eISSN: 1573-2894DOI: 10.1007/s10589-009-9273-2Titel-ID: cdi_proquest_miscellaneous_1671297813
- Format
- –
- Schlagworte
- Branch & bound algorithms, Computation, Convex and Discrete Geometry, Empirical analysis, Euclidean space, Explicit knowledge, Management Science, Mathematical models, Mathematics, Mathematics and Statistics, Operations Research, Operations Research/Decision Theory, Optimization, Quadratic programming, Semidefinite programming, Statistics, Strategy, Studies