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: | Kojima Masakazu, Kim Sunyoung, Yamashita Makoto |
Keywords: | programming: convex |
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.