Best ellipsoidal relaxation to solve a nonconvex problem

Authors:
Souad El Bernoussi
Affiliations:
Department of Mathematics and Computing, Faculty of Sciences, University Mohammed V. Agdal, Rabat, Morocco
Venue:
Journal of Computational and Applied Mathematics - Special issue: Proceedings of the international conference on linear algebra and arithmetic, Rabat, Morocco, 28-31 May 2001
Year:
2004

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Abstract

We present a new ellipsoidal relaxation of 0-1 quadratic optimization problems. The relaxation and the dual problem are derived. Both these problems are strictly feasible; so strong duality holds, and they can be solved numerically using primal-dual interior-point methods.Numerical results are presented which indicate that the described relaxation is efficient.