A new semidefinite programming relaxation scheme for a class of quadratic matrix problems
نویسندگان
چکیده
Weconsider a special class of quadraticmatrix optimizationproblemswhich often arise in applications. By exploiting the special structure of these problems, we derive a new semidefinite relaxation which, under mild assumptions, is proven to be tight for a larger number of constraints than could be achieved via a direct approach. We show the potential usefulness of these results when applied to robust least-squares and sphere-packing problems. © 2012 Elsevier B.V. All rights reserved.
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ورودعنوان ژورنال:
- Oper. Res. Lett.
دوره 40 شماره
صفحات -
تاریخ انتشار 2012