Alternating direction method for bi-quadratic programming

被引：0
作者：
Sheng-Long Hu
Zheng-Hai Huang
机构：
[1] Tianjin University,Department of Mathematics, School of Science
[2] The Hong Kong Polytechnic University,Department of Applied Mathematics
来源：
Journal of Global Optimization | 2011年 / 51卷
关键词：
Alternating direction method; Bi-quadratic programming; Quadratic semidefinite programming; 65F15; 65K05; 90C90;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
Bi-quadratic programming (Bi-QP for short) was studied systematically in Ling et al. (SIAM J. Optim. 20:1286–1320, 2009) due to its various applications in engineering as well as optimization. Several approximation methods were given in the same paper since it is NP-hard. In this paper, we introduce a quadratic SDP relaxation of Bi-QP and discuss the approximation ratio of the method. In particular, by exploiting the favorite structure of the quadratic SDP relaxation, we propose an alternating direction method for solving such a problem and show that the method is globally convergent without any assumption. Some preliminary numerical results are reported which show the effectiveness of the method proposed in this paper.
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页码：429 / 446
页数：17
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