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

نویسنده

  • Masakazu Kojima
چکیده

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 the authors for approximating the convex hull of F.

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تاریخ انتشار 1999