Symmetric duality in quadratic programming and matrix game equivalence
نویسندگان
چکیده
منابع مشابه
On Equivalence of Semidefinite Relaxations for Quadratic Matrix Programming
We analyze two popular semidefinite programming relaxations for quadratically constrained quadratic programs with matrix variables. These relaxations are based on vector lifting and on matrix lifting; they are of different size and expense. We prove, under mild assumptions, that these two relaxations provide equivalent bounds. Thus, our results provide a theoretical guideline for how to choose ...
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ژورنال
عنوان ژورنال: Applied Mathematics Letters
سال: 2004
ISSN: 0893-9659
DOI: 10.1016/j.aml.2004.02.003