Article ID: | iaor20001188 |
Country: | Germany |
Volume: | 84 |
Issue: | 2 |
Start Page Number: | 219 |
End Page Number: | 226 |
Publication Date: | Jan 1999 |
Journal: | Mathematical Programming |
Authors: | Ye Y. |
We consider the problem of approximating the global maximum of a quadratic program (QP) subject to bound and (simple) quadratic constraints. Based on several early results, we show that a 4/7-approximate solution can be obtained in polynomial time.