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Improving SDP bounds for minimizing quadratic functions over the l1-ball | | Immanuel M. Bomze
; Florian Frommlet
; Martin Rubey
; | | Date: |
9 Mar 2005 | | Subject: | Optimization and Control | math.OC | | Abstract: | In this note, we establish superiority of the so-called copositive bound over a bound suggested by Nesterov for the quadratic problem to minimize a quadratic form over the l1-ball. We illustrate the improvement by simulation results. The copositive bound has the additional advantage that it can be easily extended to the inhomogeneous case of quadratic objectives including a linear term. We also indicate some improvements of the eigenvalue bound for the quadratic optimization over the lp-ball with 1 | | Source: | arXiv, math.OC/0503174 | | Services: | Forum | Review | PDF | Favorites | |
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