Improving SDP bounds for minimizing quadratic functions over the l1-ball

Simple item page
dc.creatorBomze, Immanuel M.
dc.creatorFrommlet, Florian
dc.creatorRubey, Martin
dc.date2005-03-09
dc.date2005-03-22
dc.date.accessioned2026-07-07T05:17:49Z
dc.date.available2026-07-07T05:17:49Z
dc.descriptionIn this note, we establish superiority of the so-called copositive bound over a bound suggested by Nesterov for the quadratic problem to minimize a quadratic form over the l1-ball. We illustrate the improvement by simulation results. The copositive bound has the additional advantage that it can be easily extended to the inhomogeneous case of quadratic objectives including a linear term. We also indicate some improvements of the eigenvalue bound for the quadratic optimization over the lp-ball with 1<p<2, at least for p close to one.
dc.description12 pages, 4 figures, v2: Figure 2a corrected, minor changes
dc.identifierhttps://arxiv.org/abs/math/0503174
dc.identifierhttp://arxiv.org/abs/math/0503174
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/74444
dc.subjectOptimization and Control
dc.titleImproving SDP bounds for minimizing quadratic functions over the l1-ball
dc.typetext

Files

Collections

arXiv