首页> 外文期刊>SIAM Journal on Optimization: A Publication of the Society for Industrial and Applied Mathematics >SEMIDEFINITE APPROXIMATION FOR MIXED BINARY QUADRATICALLY CONSTRAINED QUADRATIC PROGRAMS
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SEMIDEFINITE APPROXIMATION FOR MIXED BINARY QUADRATICALLY CONSTRAINED QUADRATIC PROGRAMS

机译:混合二元二次约束二次规划的半次逼近。

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Motivated by applications in wireless communications, this paper develops semidefinite programming (SDP) relaxation techniques for some mixed binary quadratically constrained quadratic programs (MBQCQP) and analyzes their approximation performance. We consider both a minimization and a maximization model of this problem. For the minimization model, the objective is to find a minimum norm vector in N-dimensional real or complex Euclidean space, such that M concave quadratic constraints and a cardinality constraint are satisfied with both binary and continuous variables. By employing a special randomized rounding procedure, we show that the ratio between the norm of the optimal solution of the minimization model and its SDP relaxation is upper bounded by O(Q~2(M ? Q + 1) + M~2) in the real case and by O(M(M ? Q + 1)) in the complex case. For the maximization model, the goal is to find a maximum norm vector subject to a set of quadratic constraints and a cardinality constraint with both binary and continuous variables. We show that in this case the approximation ratio is bounded from below by O(ε/ ln(M)) for both the real and the complex cases where ε > 0 is a model parameter. Moreover, this ratio is tight up to a constant factor.
机译:受无线通信应用的启发,本文针对一些混合二进制二次约束二次程序(MBQCQP)开发了半定程序(SDP)松弛技术,并分析了它们的近似性能。我们考虑此问题的最小化和最大化模型。对于最小化模型,目标是在N维实数或复数欧几里得空间中找到最小范数向量,以使M凹二次约束和基数约束同时满足二进制变量和连续变量。通过采用特殊的随机舍入程序,我们证明了最小化模型的最优解的范数与其SDP松弛之间的比率在上式中由O(Q〜2(M?Q + 1)+ M〜2)上限实数,在复杂情况下为O(M(M?Q + 1))。对于最大化模型,目标是找到受一组二次约束和具有二进制和连续变量的基数约束的最大范数矢量。我们表明,在这种情况下,对于ε> 0是模型参数的实数情况和复数情况,逼近比均由O(ε/ ln(M))限制。此外,该比率严格到一个恒定因子。

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