Quadratic maximization and semidefinite relaxation

被引:163
作者
Zhang, SZ [1 ]
机构
[1] Chinese Univ Hong Kong, Dept Syst Engn & Engn Management, Shatin, Hong Kong, Peoples R China
关键词
quadratic programming; semidefinite programming relaxation; polynomial-time algorithm; approximation;
D O I
10.1007/s101070050006
中图分类号
TP31 [计算机软件];
学科分类号
081202 [计算机软件与理论]; 0835 [软件工程];
摘要
In this paper we study a class of quadratic maximization problems and their semidefinite programming (SDP) relaxation, For a special subclass: of dir problems we show that the SDP relaxation provides an exact optimal solution, Another subclass, which is NP-hard. guarantees that the SDP relaxation yields an approximate solution with a worst-case performance ratio of 0.87856.... This is a generalization of the well-known result uf Goemans and Williamson fur the maximum-cut problem. Finally, we discuss extensions of these results in the presence of a certain type of sign restrictions.
引用
收藏
页码:453 / 465
页数:13
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