Second order cone programming relaxation of nonconvex quadratic optimization problems

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作者
Kim, Sunyoung [1 ]
Kojima, Masakazu [2 ]
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[1] Department of Mathematics, Ewha Women's University, 11-1 Dahyun-dong, Sudaemoon-gu, Seoul 120-750, Korea, Republic of
[2] Dept. of Math. and Comp. Sciences, Tokyo Institute of Technology, 2-12-1 Oh-Okayama, Meguro-ku, Tokyo 152-8552, Japan
关键词
Keywords: Second-order-cone program; Lift-and-project convex relaxation method; Nonconvex quadratic program; Global optimization; Primal-dual interior-point method *Corresponding author. E-mail: skim@mm.ewha.ac.kr; skim@is.titech.ac.jp This work was conducted while this author has been visiting - Tokyo Institute of Technology; Department of Mathematical and Computing Sciences; on a sabbatical leave from Ewha Women's University; Korea. Research of this author was s u ~ ~ o r t eind part by KOSEF 97-01-01-01-3 and rain Korea 21. $E-mail: kojima@is.titech.ac.jp;
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页码:201 / 224
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