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[FR07] Partial Lagrangian relaxation for General Quadratic Programming
Revue Internationale avec comité de lecture : Journal 4'OR, A Quarterly Journal of Operations Research, vol. 5(1), pp. 75-88, 2007, (doi:10.1007/s10288-006-0011-7)
motcle:
Résumé:
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.
Collaboration:
LIPN
BibTeX
| @article { | |||
| FR07, | |||
| title | = | "{Partial Lagrangian relaxation for General Quadratic Programming}", | |
| author | = | "A. Faye and F. Roupin", | |
| journal | = | "4'OR, A Quarterly Journal of Operations Research", | |
| year | = | 2007, | |
| volume | = | 5, | |
| number | = | 1, | |
| pages | = | "75-88", | |
| doi | = | "10.1007/s10288-006-0011-7", | |
| } | |||
