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UDC 519.8
O.A. Berezovskyi1


1 V.M. Glushkov Institute of Cybernetics, National Academy
of Sciences of Ukraine, Kyiv, Ukraine

o.a.berezovskyi@gmail.com

EXACT DUAL BOUNDS FOR SOME NONCONVEX MINIMAX
QUADRATICOPTIMIZATION PROBLEMS

Abstract. Nonconvex separable minimax quadratic optimization problem is analyzed. Two approaches to solve the problem are described, namely, by using SOCP-relaxation and by using Lagrangian relaxation of a quadratic extremum analog problem. A condition is obtained whose fulfillment guarantees finding the value and the global extremum point of the problem of the considered class by calculating the dual bound of the equivalent quadratic extremum problem.

Keywords: minimax quadratic optimization problem, SOCP-relaxation, Lagrangian relaxation, exact dual bound, positive definite matrix.



FULL TEXT

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