(1) Institute of Mathematics, 18 Hoang Quoc Viet Road, Hanoi, Vietnam
Abstract:
Most existing methods of quadratically constrained quadratic optimization actually solve a refined linear or convex relaxation
of the original problem. It turned out, however, that such an approach may sometimes provide an infeasible solution which
cannot be accepted as an approximate optimal solution in any reasonable sense. To overcome these limitations a new approach
is proposed that guarantees a more appropriate approximate optimal solution which is also stable under small perturbations
of the constraints.