Show simple item record

dc.contributor.authorDing, Yichuan 13:39:47 (GMT) 13:39:47 (GMT)
dc.description.abstractTwo important topics in the study of Quadratically Constrained Quadratic Programming (QCQP) are how to exactly solve a QCQP with few constraints in polynomial time and how to find an inexpensive and strong relaxation bound for a QCQP with many constraints. In this thesis, we first review some important results on QCQP, like the S-Procedure, and the strength of Lagrangian Relaxation and the semidefinite relaxation. Then we focus on two special classes of QCQP, whose objective and constraint functions take the form trace(X^TQX + 2C^T X) + β, and trace(X^TQX + XPX^T + 2C^T X)+ β respectively, where X is an n by r real matrix. For each class of problems, we proposed different semidefinite relaxation formulations and compared their strength. The theoretical results obtained in this thesis have found interesting applications, e.g., solving the Quadratic Assignment Problem.en
dc.format.extent477363 bytes
dc.publisherUniversity of Waterlooen
dc.subjectSemidefinite Programmingen
dc.subjectQuadratically Constrained Quadratic Programmingen
dc.subjectQuadratic Matrix Programmingen
dc.subjectQuadratic Assignment Problemen
dc.titleOn Efficient Semidefinite Relaxations for Quadratically Constrained Quadratic Programmingen
dc.typeMaster Thesisen
dc.subject.programCombinatorics and Optimizationen and Optimizationen
uws-etd.degreeMaster of Mathematicsen

Files in this item


This item appears in the following Collection(s)

Show simple item record


University of Waterloo Library
200 University Avenue West
Waterloo, Ontario, Canada N2L 3G1
519 888 4883

All items in UWSpace are protected by copyright, with all rights reserved.

DSpace software

Service outages