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
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