Elsa de Klerk

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No part of this Journal may be reproduced in any form, by print, photoprint, microolm or any other means without writ-ii Abstract The development of algorithms for semideenite programming is an active research area, based on extensions of interior point methods for linear programming. As semideenite programming duality theory is weaker than that of linear(More)
We consider general, typically nonconvex, Quadratic Programming Problems. The Semi-deenite relaxation proposed by Shor provides bounds on the optimal solution, but it does not always provide suuciently strong bounds if linear constraints are also involved. To get rid of the linear side-constraints, another, stronger convex relaxation is derived. This(More)
No part of this Journal may be reproduced in any form, by print, photoprint, microolm or any other means without writ-ii Abstract The success of interior point algorithms for large-scale linear programming has prompted researchers to extend these algorithms to the semi-deenite programming (SDP) case. In this paper, the method of approximate centers of Roos(More)
Copies of these reports may be obtained from the bureau of the Faculty of Technical Math-A selection of these reports is available in PostScript form at the Faculty's anonymous ftp-Abstract Primal{dual aane{scaling methods have recently been extended from linear programming to semideenite programming. We show how to analyse these methods in the framework of(More)
Recent progress in solving quadratic assignment problems (QAPs) from the QAPLIB test set has come from mixed integer linear or quadratic programming models that are solved in a branch-and-bound framework. Semidenite programming bounds for QAP have also been studied in some detail, but their computational impact has been limited so far, mostly due to the(More)
No part of this Journal may be reproduced in any form, by print, photoprint, microolm or any other means without writ-ii Abstract Long step interior point methods in linear programming are some of the most eecient algorithms from a computational point of view. We prove polynomial complexity of a class of long step target following methods in a novel way, by(More)