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Parallel Implementation of Successive Convex Relaxation Methods for Quadratic Optimization Problems |
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| Authors: | Akiko Takeda Katsuki Fujisawa Yusuke Fukaya Masakazu Kojima |
| Affiliation: | (1) Toshiba Corporation, Kawasaki, Japan;(2) Department of Architecture, Kyoto University, Kyoto, Japan;(3) NS Solutions Corporation, Tokyo, Japan;(4) Department of Mathematical and Computing Sciences, Tokyo Institute of Technology, Tokyo, Japan |
| Abstract: | As computing resources continue to improve, global solutions for larger size quadrically constrained optimization problems become more achievable. In this paper, we focus on larger size problems and get accurate bounds for optimal values of such problems with the successive use of SDP relaxations on a parallel computing system called Ninf (Network-based Information Library for high performance computing). |
| Keywords: | Nonconvex quadratic program SDP relaxation Lift-and-project LP relaxation Lift-and-project procedure Parallel computation Global computing |
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