A new semidefinite programming relaxation scheme for a class of quadratic matrix problems

Abstract

Weconsider a special class of quadraticmatrix optimizationproblemswhich often arise in applications. By exploiting the special structure of these problems, we derive a new semidefinite relaxation which, under mild assumptions, is proven to be tight for a larger number of constraints than could be achieved via a direct approach. We show the potential… (More)
DOI: 10.1016/j.orl.2012.03.005

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Cite this paper

@article{Beck2012ANS, title={A new semidefinite programming relaxation scheme for a class of quadratic matrix problems}, author={Amir Beck and Yoel Drori and Marc Teboulle}, journal={Oper. Res. Lett.}, year={2012}, volume={40}, pages={298-302} }