Article ID: | iaor20013656 |
Country: | Germany |
Volume: | 87 |
Issue: | 3 |
Start Page Number: | 453 |
End Page Number: | 465 |
Publication Date: | Jan 2000 |
Journal: | Mathematical Programming |
Authors: | Zhang S. |
In this paper we study a class of quadratic maximization problems and their semidefinite programming (SDP) relaxation. For a special subclass of the problems we show that the SDP relaxation provides an exact optimal solution. Another subclass, which is