과제정보
연구 과제 주관 기관 : Kosef
Journal of the Korean Society for Industrial and Applied Mathematics
- 제5권2호
- /
- Pages.137-147
- /
- 2001
- /
- 1226-9433(pISSN)
- /
- 1229-0645(eISSN)
SOLUTIONS OF NONCONVEX QUADRATIC OPTIMIZATION PROBLEMS VIA DIAGONALIZATION
- YU, MOONSOOK (Department of Mathematics, Ewha Womans University) ;
- KIM, SUNYOUNG (Department of Mathematics, Ewha Womans University)
- 발행 : 2001.12.31
초록
Nonconvex Quadratic Optimization Problems (QOP) are solved approximately by SDP (semidefinite programming) relaxation and SOCP (second order cone programmming) relaxation. Nonconvex QOPs with special structures can be solved exactly by SDP and SOCP. We propose a method to formulate general nonconvex QOPs into the special form of the QOP, which can provide a way to find more accurate solutions. Numerical results are shown to illustrate advantages of the proposed method.
키워드