Copositive Relaxation Beats Lagrangian Dual Bounds in Quadratically and Linearly Constrained Quadratic Optimization Problems.
Immanuel M. BomzePublished in: SIAM J. Optim. (2015)
Keyphrases
- linearly constrained
- lagrangian dual
- quadratic optimization problems
- lagrangian relaxation
- lower and upper bounds
- lower bound
- linear constraints
- variational inequalities
- upper bound
- duality gap
- linear programming relaxation
- equality constraints
- primal dual
- branch and bound algorithm
- branch and bound
- column generation
- cutting plane algorithm
- np hard
- dual variables
- mixed integer programming
- iterative algorithms
- feasible solution
- linear programming
- dual formulation
- interior point methods
- dynamic programming
- integer programming
- optimal solution
- objective function
- worst case
- augmented lagrangian
- linear program