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Cybernetics And Systems Analysis
International Theoretical Science Journal
UDC 519.8
O.A. Berezovskyi

EXACTNESS CRITERIA FOR SDP-RELAXATIONS OF QUADRATIC EXTREMUM PROBLEMS

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.



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Березовский Олег Анатольевич,
кандидат физ.-мат. наук, старший научный сотрудник Института кибернетики им. В.М. Глушкова НАН Украины, Киев,
e-mail: berezovskyi@mail.ru

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