On the finite convergence of successive SDP relaxation methods

نویسندگان

  • Masakazu Kojima
  • Levent Tunçel
چکیده

Let F be a subset of the n-dimensional Euclidean spaceR represented in terms of a compact convex subset C0 and a set PF of nitely or in nitely many quadratic functions on R such that F = fx 2 C0 : p(x) 0 (8p( ) 2 PF )g. In this paper, we investigate some fundamental properties related to the nite convergence of the successive SDP (semide nite programming) relaxation method proposed by the authors for approximating the convex hull of F .

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

On the Finite Convergence of Successive Sdp Relaxation Methods ? Y Research of This Author Was Supported in Part by a Grant from Nserc and a Prea

Let F be a subset of the n-dimensional Euclidean space R n represented in terms of a compact convex subset C 0 and a set P F of nitely or innnitely many quadratic functions on R n such that F = fx 2 C 0 : p(x) 0 (8p() 2 P F)g. In this paper, we investigate some fundamental properties related to the nite convergence of the successive SDP (semideenite programming) relaxation method proposed by th...

متن کامل

Cones of Matrices and Successive Convex Relaxations of Nonconvex Sets

Let F be a compact subset of the n-dimensional Euclidean space Rn represented by (finitely or infinitely many) quadratic inequalities. We propose two methods, one based on successive semidefinite programming (SDP) relaxations and the other on successive linear programming (LP) relaxations. Each of our methods generates a sequence of compact convex subsets Ck (k = 1, 2, . . . ) of Rn such that (...

متن کامل

Equality Based Contraction of Semidefinite Programming Relaxations in Polynomial Optimization

The SDP (semidefinite programming) relaxation for general POPs (polynomial optimization problems), which was proposed as a method for computing global optimal solutions of POPs by Lasserre, has become an active research subject recently. We propose a new heuristic method exploiting the equality constraints in a given POP, and strengthen the SDP relaxation so as to achieve faster convergence to ...

متن کامل

Generalized iterative methods for solving double saddle point problem

In this paper, we develop some stationary iterative schemes in block forms for solving double saddle point problem. To this end, we first generalize the Jacobi iterative method and study its convergence under certain condition. Moreover, using a relaxation parameter, the weighted version  of the Jacobi method together with its convergence analysis are considered. Furthermore, we extend a method...

متن کامل

A Successive Quadratic Programming Algorithm for Sdp Relaxation of the Binary Quadratic Programming

In this paper, we obtain a successive quadratic programming algorithm for solving the semidefinite programming (SDP) relaxation of the binary quadratic programming. Combining with a randomized method of Goemans and Williamson, it provides an efficient approximation for the binary quadratic programming. Furthermore, its convergence result is given. At last, We report some numerical examples to c...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • European Journal of Operational Research

دوره 143  شماره 

صفحات  -

تاریخ انتشار 2002