Paper Info
Title
A note on lack of strong duality for quadratic problems with orthogonal constraints
Abstract
The general quadratically constrained quadratic program (QQP) is an important modelling tool for many diverse problems. The QQP is in general NP hard, and numerically intractable. Lagrangian relaxations often provide good approximate solutions to these hard problems. Such relaxations are equivalent to semidefinite programming relaxations and can be solved efficiently.
Year
DOI
Venue
2002
10.1016/S0377-2217(02)00295-3
European Journal of Operational Research
Keywords
Field
DocType
Quadratic objective,Orthogonal constraints,Semidefinite programming,Lagrangian relaxation,Redundant constraints,Strong duality,Procrustes problem
Duality gap,Mathematical optimization,Weak duality,Quadratically constrained quadratic program,Duality (optimization),Strong duality,Orthogonal Procrustes problem,Lagrangian relaxation,Mathematics,Semidefinite programming
Journal
Volume
Issue
ISSN
143
2
0377-2217
Citations 
PageRank 
References 
2
0.39
9
Authors
1
Name
Order
Citations
PageRank
Henry Wolkowicz11444260.72