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Parallel Implementation of Successive Convex Relaxation Methods for Quadratic Optimization Problems

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Abstract

As computing resources continue to improve, global solutions for larger size quadrically constrained optimization problems become more achievable. In this paper, we focus on larger size problems and get accurate bounds for optimal values of such problems with the successive use of SDP relaxations on a parallel computing system called Ninf (Network-based Information Library for high performance computing).

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Takeda, A., Fujisawa, K., Fukaya, Y. et al. Parallel Implementation of Successive Convex Relaxation Methods for Quadratic Optimization Problems. Journal of Global Optimization 24, 237–260 (2002). https://doi.org/10.1023/A:1020299805773

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