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An extension of second order cone relaxation of a positive semidefinite constraint for banded systems

Title
An extension of second order cone relaxation of a positive semidefinite constraint for banded systems
Authors
김은정
Issue Date
2003
Department/Major
대학원 수학과
Publisher
이화여자대학교 대학원
Degree
Master
Abstract
SDP relaxatin과 SOCP relaxation은 Nonconvex Quadratic Optimization Problem(QOP)의 근사 해를 찾는다. 일반적으로 SOCP relaxation은 SDP relaxation 보다 정확한 해를 구하지 못한다. 우리는 second order cone 조건을 이용하여 SOCP relaxation을 확장시켜 더 정확한 해를 구하는 방법을 제안하고 수치적 실험 결과를 나열하여 제안 된 본 방법의 이점을 보여준다. 본 방법은 특히 Banded QOP에 대해 매우 효과적이다;Nonconvex Quadratic Optimization Problems (QOPs) are solved approximately by SDP(semidefinite programming) relaxation and SOCP (second-order-cone program) relaxation. We propose three methods to improved SOCP relaxation, each of which provides a way to find more accurate solutions. Numerical results are shown to illustrate advantages of the proposed methods.
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일반대학원 > 수학과 > Theses_Master
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