Partial Lagrangian relaxation for general quadratic programming

نویسندگان

  • Alain Faye
  • Frédéric Roupin
چکیده

We give a complete characterization of constant quadratic functions over an affine variety. This result is used to convexify the objective function of a general quadratic programming problem (Pb) which contains linear equality constraints. Thanks to this convexification, we show that one can express as a semidefinite program the dual of the partial Lagrangian relaxation of (Pb) where the linear constraints are not relaxed. We apply these results by comparing two semidefinite relaxations made from two sets of null quadratic functions over an affine variety.

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عنوان ژورنال:
  • 4OR

دوره 5  شماره 

صفحات  -

تاریخ انتشار 2007