Cheaper relaxation and better approximation for multi-ball constrained quadratic optimization and extension
Author
Abstract
Suggested Citation
DOI: 10.1007/s10898-020-00985-x
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- NESTEROV, Yu., 1998. "Semidefinite relaxation and nonconvex quadratic optimization," LIDAM Reprints CORE 1362, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- A. Beck, 2009. "Convexity Properties Associated with Nonconvex Quadratic Matrix Functions and Applications to Quadratic Programming," Journal of Optimization Theory and Applications, Springer, vol. 142(1), pages 1-29, July.
- Flippo, Olaf E. & Jansen, Benjamin, 1996. "Duality and sensitivity in nonconvex quadratic optimization over an ellipsoid," European Journal of Operational Research, Elsevier, vol. 94(1), pages 167-178, October.
- Minyue Fu & Zhi-Quan Luo & Yinyu Ye, 1998. "Approximation Algorithms for Quadratic Programming," Journal of Combinatorial Optimization, Springer, vol. 2(1), pages 29-50, March.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- D. Henrion & S. Tarbouriech & D. Arzelier, 2001. "LMI Approximations for the Radius of the Intersection of Ellipsoids: Survey," Journal of Optimization Theory and Applications, Springer, vol. 108(1), pages 1-28, January.
- Jiao, Hongwei & Liu, Sanyang & Lu, Nan, 2015. "A parametric linear relaxation algorithm for globally solving nonconvex quadratic programming," Applied Mathematics and Computation, Elsevier, vol. 250(C), pages 973-985.
- Ben-Tal, A. & den Hertog, D., 2011. "Immunizing Conic Quadratic Optimization Problems Against Implementation Errors," Discussion Paper 2011-060, Tilburg University, Center for Economic Research.
- de Klerk, E., 2006. "The Complexity of Optimizing over a Simplex, Hypercube or Sphere : A Short Survey," Discussion Paper 2006-85, Tilburg University, Center for Economic Research.
- Sturm, J.F. & Zhang, S., 2001.
"On Cones of Nonnegative Quadratic Functions,"
Discussion Paper
2001-26, Tilburg University, Center for Economic Research.
- Sturm, J.F. & Zhang, S., 2001. "On Cones of Nonnegative Quadratic Functions," Other publications TiSEM 075a6b4d-5b51-4153-a9c3-0, Tilburg University, School of Economics and Management.
- Pinar, Mustafa C., 2000. "A simple duality proof in convex quadratic programming with a quadratic constraint, and some applications," European Journal of Operational Research, Elsevier, vol. 124(1), pages 151-158, July.
- Florian Jarre & Felix Lieder & Ya-Feng Liu & Cheng Lu, 2020. "Set-completely-positive representations and cuts for the max-cut polytope and the unit modulus lifting," Journal of Global Optimization, Springer, vol. 76(4), pages 913-932, April.
- Tongli Zhang & Yong Xia, 2022. "Comment on “Approximation algorithms for quadratic programming”," Journal of Combinatorial Optimization, Springer, vol. 44(2), pages 1099-1103, September.
- Polyak, B.T. & Nazin, S.A., 2004. "Interval solutions for interval algebraic equations," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 66(2), pages 207-217.
- Hezhi Luo & Yuanyuan Chen & Xianye Zhang & Duan Li & Huixian Wu, 2020. "Effective Algorithms for Optimal Portfolio Deleveraging Problem with Cross Impact," Papers 2012.07368, arXiv.org, revised Jan 2021.
- Hezhi Luo & Xiaodong Ding & Jiming Peng & Rujun Jiang & Duan Li, 2021. "Complexity Results and Effective Algorithms for Worst-Case Linear Optimization Under Uncertainties," INFORMS Journal on Computing, INFORMS, vol. 33(1), pages 180-197, January.
- Etienne Klerk, 2008. "The complexity of optimizing over a simplex, hypercube or sphere: a short survey," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 16(2), pages 111-125, June.
- Xiaodong Ding & Hezhi Luo & Huixian Wu & Jianzhen Liu, 2021. "An efficient global algorithm for worst-case linear optimization under uncertainties based on nonlinear semidefinite relaxation," Computational Optimization and Applications, Springer, vol. 80(1), pages 89-120, September.
- Duy-Van Nguyen, 2022. "Strong Duality for General Quadratic Programs with Quadratic Equality Constraints," Journal of Optimization Theory and Applications, Springer, vol. 195(1), pages 297-313, October.
- Nadav Hallak & Marc Teboulle, 2020. "Finding Second-Order Stationary Points in Constrained Minimization: A Feasible Direction Approach," Journal of Optimization Theory and Applications, Springer, vol. 186(2), pages 480-503, August.
- Simai He & Bo Jiang & Zhening Li & Shuzhong Zhang, 2014. "Probability Bounds for Polynomial Functions in Random Variables," Mathematics of Operations Research, INFORMS, vol. 39(3), pages 889-907, August.
- Jos F. Sturm & Shuzhong Zhang, 2003. "On Cones of Nonnegative Quadratic Functions," Mathematics of Operations Research, INFORMS, vol. 28(2), pages 246-267, May.
- Rujun Jiang & Man-Chung Yue & Zhishuo Zhou, 2021. "An accelerated first-order method with complexity analysis for solving cubic regularization subproblems," Computational Optimization and Applications, Springer, vol. 79(2), pages 471-506, June.
- de Klerk, E., 2006. "The Complexity of Optimizing over a Simplex, Hypercube or Sphere : A Short Survey," Other publications TiSEM 88640b6d-5240-472d-8669-4, Tilburg University, School of Economics and Management.
- Eric Auerbach, 2019. "Testing for Differences in Stochastic Network Structure," Papers 1903.11117, arXiv.org, revised Nov 2020.
More about this item
Keywords
Quadratic optimization; Semidefinite programming; Approximation algorithm; Chebyshev center;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:jglopt:v:80:y:2021:i:2:d:10.1007_s10898-020-00985-x. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.