Quadratic programs over the Stiefel manifold
نویسندگان
چکیده
We characterize the optimal solution of a quadratic program over the Stiefel manifold with an objective function in trace formulation. The result is applied to relaxations of HQAP and MTLS. Finally, we show that strong duality holds for the Lagrangian dual, provided some redundant constraints are added to the primal program. © 2005 Elsevier B.V. All rights reserved.
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ورودعنوان ژورنال:
- Oper. Res. Lett.
دوره 34 شماره
صفحات -
تاریخ انتشار 2006