Second order cone programming relaxation of a positive semidefinite constraint

Second order cone programming relaxation of a positive semidefinite constraint

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Article ID: iaor20042338
Country: United Kingdom
Volume: 18
Issue: 5
Start Page Number: 535
End Page Number: 541
Publication Date: Oct 2003
Journal: Optimization Methods & Software
Authors: , ,
Keywords: programming: convex
Abstract:

The positive semidefinite constraint for the variable matrix in semidefinite programming (SDP) relaxation is further relaxed by a finite number of second order cone constraints in second order cone programming (SOCP) relaxations. A few types of SOCP relaxations are obtained from different ways of expressing the positive semidefinite constraint of the SDP relaxation. We present how such SOCP relaxations can be derived, and show the relationship between the resulting SOCP relaxations.

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