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SIAMJO
2000

Cones of Matrices and Successive Convex Relaxations of Nonconvex Sets

13 years 10 months ago
Cones of Matrices and Successive Convex Relaxations of Nonconvex Sets
Let F be a compact subset of the n-dimensional Euclidean space Rn represented by (finitely or infinitely many) quadratic inequalities. We propose two methods, one based on successive semidefinite programming (SDP) relaxations and the other on successive linear programming (LP) relaxations. Each of our methods generates a sequence of compact convex subsets Ck (k = 1, 2, . . . ) of Rn such that (a) the convex hull of F Ck+1 Ck (monotonicity), (b) k=1Ck = the convex hull of F (asymptotic convergence). Our methods are extensions of the corresponding Lov
Masakazu Kojima, Levent Tunçel
Added 19 Dec 2010
Updated 19 Dec 2010
Type Journal
Year 2000
Where SIAMJO
Authors Masakazu Kojima, Levent Tunçel
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