On maximization of quadratic form over intersection of ellipsoids with common center
نویسندگان
چکیده
منابع مشابه
On maximization of quadratic form over intersection of ellipsoids with common center
We demonstrate that if A1, ..., Am are symmetric positive semidefinite n×n matrices with positive definite sum and A is an arbitrary symmetric n×n matrix, then the relative accuracy, in terms of the optimal value, of the semidefinite relaxation max X {Tr(AX) | Tr(AiX) ≤ 1, i = 1, ...,m; X 0} (SDP) of the optimization program xTAx→ max | xAix ≤ 1, i = 1, ...,m (P) is not worse than 1 − 1 2 ln(2m...
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We demonstrate that if A1; :::; Am are symmetric positive semide nite n n matrices with positive de nite sum and A is an arbitrary symmetric n n matrix, then the quality of the semide nite relaxation max X fTr(AX) j Tr(AiX) 1; i = 1; :::;m; X 0g (SDP) of the optimization program xTAx! max j xTAix 1; i = 1; :::;m (P) is not worse than 1 2 ln(2m2) . It is shown that this bound is sharp in order, ...
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We demonstrate that if A1; :::; Am are symmetric positive semide nite n n matrices with positive de nite sum and A is an arbitrary symmetric n n matrix, then the quality of the semide nite relaxation max X fTr(AX) j Tr(AiX) 1; i = 1; :::;m; X 0g (SDP) of the optimization program xTAx! max j xTAix 1; i = 1; :::;m (P) is not worse than 1 2 ln(2m2) . It is shown that this bound is sharp in order, ...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 1999
ISSN: 0025-5610,1436-4646
DOI: 10.1007/s101070050100