Partial Lagrangian relaxation for general quadratic programming (Q2644374)
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English | Partial Lagrangian relaxation for general quadratic programming |
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Partial Lagrangian relaxation for general quadratic programming (English)
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31 August 2007
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The authors 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, the authors show that one can express as a semidefinite programm the dual of the partial Lagrangian relaxation of (Pb) where the linear constraints are not relaxed. The authors apply these results by comparing two semidefinite relaxations made from two sets of null quadratic functions over an affine variety.
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quadratic programming
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Lagrangian relaxations
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semidefinite programming
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