Approximation Bounds for Quadratic Optimization with Homogeneous Quadratic Constraints.
Zhi-Quan LuoNicholas D. SidiropoulosPaul TsengShuzhong ZhangPublished in: SIAM J. Optim. (2007)
Keyphrases
- quadratic optimization
- error bounds
- lower and upper bounds
- interior point methods
- objective function
- linear functions
- upper bound
- approximation methods
- linear constraints
- error tolerance
- approximation algorithms
- stage stochastic programs
- lower bound
- worst case
- data sets
- closed form
- linear program
- maximum likelihood
- special case
- computational complexity
- decision trees