首页 | 本学科首页   官方微博 | 高级检索  
     


Partial Lagrangian relaxation for general quadratic programming
Authors:Alain Faye  Frédéric Roupin
Affiliation:(1) CEDRIC, CNAM-IIE, 18 allée Jean Rostand, 91025 Evry Cedex, France
Abstract: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.
Keywords:Quadratic programming  Lagrangian relaxations  Semidefinite programming
本文献已被 SpringerLink 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号