Abstract. The author analyzes the conditions of obtaining exact solutions to quadratic extremum problems of general type by using SDP-relaxations. Based on the known results for exactness of dual bounds (lagrangian relaxations) and their relationship with SDP-relaxations, several conditions are formulated, under which the values of optimal objective function of the quadratic extremal problem and its SDP-relaxation are equal.
Keywords: quadratic extremal problem, SDP-relaxation, dual bound, lagrangian, exact relaxation.
Березовский Олег Анатольевич,
кандидат физ.-мат. наук, старший научный сотрудник Института кибернетики им. В.М. Глушкова НАН Украины, Киев,
e-mail: berezovskyi@mail.ru