Optimal solution approximation for infinite positive-definite quadratic programming
نویسندگان
چکیده
منابع مشابه
Approximation Algorithms for Quadratic Programming
We consider the problem of approximating the global minimum of a general quadratic program (QP) with n variables subject to m ellipsoidal constraints. For m = 1, we rigorously show that an-minimizer, where error 2 (0; 1), can be obtained in polynomial time, meaning that the number of arithmetic operations is a polynomial in n, m, and log(1==). For m 2, we present a polynomial-time (1 ? 1 m 2)-a...
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ژورنال
عنوان ژورنال: Journal of Optimization Theory and Applications
سال: 1995
ISSN: 0022-3239,1573-2878
DOI: 10.1007/bf02192225