On maximization of quadratic form over intersection of ellipsoids with common center

Mathematical Programming, Series B

Volumn 86, Issue 3, 1999, Pages 463-473

  Nemirovski, A ^a   Roos, C ^b   Terlaky, T ^b  

^a TECHNION ISRAEL INSTITUTE OF TECHNOLOGY   (Israel)

^b DELFT UNIVERSITY OF TECHNOLOGY   (Netherlands)

Author keywords

Quadratic programming; Semidefinite relaxations

Indexed keywords

EID: 0000467513     PISSN: 00255610     EISSN: None     Source Type: Journal    
DOI: 10.1007/s101070050100     Document Type: Article

References (5)

1. Bertsimas, D., Ye, Y. (1997): Semidefinite relaxations, multivariate normal distributions, and order statistics. Working Paper, Department of Management Science, The University of Iowa
2. Goemans, M.X., Williamson, D.P. (1995): Improved approximation algorithms for Maximum Cut and Satisfiability problems using semidefinite programming. J. ACM 42, 1115-1145
3. Nesterov, Yu. (1997): Semidefinite relaxation and non-convex quadratic optimization. Optim. Methods Software 12, 1-20
4. Nesterov, Yu. (1998): Global Quadratic Optimization via Conic Relaxation. Working Paper, CORE, Catholic University of Louvaine, 34 voie du Roman Pays, 1348 Louvain-la-Neuve, Belgium
5. Ye, Y. (1997): Approximating quadratic programming with quadratic constraints. Working Paper, Department of Management Science, The University of Iowa