Semidefinite relaxation bounds for bi-quadratic optimization problems with quadratic constraints

Journal of Global Optimization - Tập 49 - Trang 293-311 - 2010
Xinzhen Zhang1, Chen Ling2,3, Liqun Qi1
1Department of Applied Mathematics, The Hong Kong Polytechnic University, Hung Hom, Kowloon, Hong Kong
2School of Science, Hangzhou Dianzi University, Hangzhou, China
3School of Mathematics and Statistics, Zhejiang University of Finance and Economics, Hangzhou, China

Tóm tắt

This paper studies the relationship between the so-called bi-quadratic optimization problem and its semidefinite programming (SDP) relaxation. It is shown that each r-bound approximation solution of the relaxed bi-linear SDP can be used to generate in randomized polynomial time an $${\mathcal{O}(r)}$$ -approximation solution of the original bi-quadratic optimization problem, where the constant in $${\mathcal{O}(r)}$$ does not involve the dimension of variables and the data of problems. For special cases of maximization model, we provide an approximation algorithm for the considered problems.

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