Improving SDP bounds for minimizing quadratic functions over the l-ball
نویسندگان
چکیده
In this note, we establish superiority of the so-called copositive bound over a bound suggested by Nesterov for the quadratic problem to minimize a quadratic form over the l-ball. We illustrate the improvement by simulation results. The copositive bound has the additional advantage that it can be easily extended to the inhomogeneous case of quadratic objectives including a linear term. We also indicate some improvements of the eigenvalue bound for the quadratic optimization over the l-ball with 1 < p < 2, at least for p close to one. This version: April 13, 2008
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