• DocumentCode
    3011384
  • Title

    Convergent LMI relaxations for nonconvex quadratic programs

  • Author

    Lasserre, Jean B.

  • Author_Institution
    Lab. d´´Autom. et d´´Anal. des Syst., CNRS, Toulouse, France
  • Volume
    5
  • fYear
    2000
  • fDate
    2000
  • Firstpage
    5041
  • Abstract
    We consider the general nonconvex quadratic programming problem and provide a series of convex positive semidefinite programs (or LMI relaxations) whose sequence of optimal values is monotone and converges to the optimal value of the original problem. It improves and includes as a special case the well-known Shor´s LMI formulation. Often, the optimal value is obtained at some particular early relaxation as shown on some nontrivial test problems from Floudas and Pardalos (1990)
  • Keywords
    convergence of numerical methods; matrix algebra; quadratic programming; relaxation theory; LMI relaxation; Shor formulation; convergence; linear matrix inequality; nonconvex quadratic programs; semidefinite programming; Jacobian matrices; NP-hard problem; Polynomials; Quadratic programming; Testing;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 2000. Proceedings of the 39th IEEE Conference on
  • Conference_Location
    Sydney, NSW
  • ISSN
    0191-2216
  • Print_ISBN
    0-7803-6638-7
  • Type

    conf

  • DOI
    10.1109/CDC.2001.914738
  • Filename
    914738