Timeline for A certain type of quadratic constrained quadratic program (QCQP)
Current License: CC BY-SA 3.0
11 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Dec 6, 2012 at 11:58 | vote | accept | dineshdileep | ||
| Dec 6, 2012 at 11:58 | vote | accept | dineshdileep | ||
| Dec 6, 2012 at 11:58 | |||||
| Nov 23, 2012 at 12:02 | comment | added | dineshdileep | @Dima Pasechnik I didn't think about that possibility!!. Thanks for the help. | |
| Nov 23, 2012 at 12:01 | comment | added | dineshdileep | @Suvrit Thanks for the reply, I figured out a way to solve via a bisection search after reformulating the problem to a different form. | |
| Nov 21, 2012 at 17:32 | comment | added | Suvrit | @dinesh: I thought you were doubting the possibility of zero duality gap; I did not understand that you agreed to the zero duality gap, but did not want to solve an SDP ;-) depending on how large your problems are, if you want to solve problem, then DSDP, etc. type solvers should work (and can be adapted). | |
| Nov 21, 2012 at 8:58 | comment | added | Dima Pasechnik | e.g. if you have BLAS and LAPACK on your system then you can easily use CSDP: coin-or.org/projects/Csdp.xml | |
| Nov 21, 2012 at 8:53 | comment | added | Dima Pasechnik | well, if your RT system has an floating point processor, and you can compile C code for it, then you can get some open source SDP solver and use it, why not? | |
| Nov 21, 2012 at 8:12 | comment | added | dineshdileep | They prove that the duality gap is zero, so the relaxation should give the same value as the original problem. In fact, they say that if we take the dual of this, we will get the semi definite relaxation. The problem for me is I need to implement this in a real time system where I can't assume the availability of a convex optimization package. So I need to come up with an iterative algorithm. It is fine if it converges to a local minimum or not a optimal solution. | |
| Nov 21, 2012 at 6:46 | comment | added | Suvrit | But theorem 2.2 in that paper seems to say that under a finiteness and strict feasibility condition, the relaxation (given by (2.1) in the paper) has the same optimal value as the original problem.... | |
| Nov 21, 2012 at 6:28 | comment | added | dineshdileep | @Suvrit thanks for that link. As I understand, the paper talks about the lagrangian relaxation of the above problem and it works well (I tested it). It is essentially a SDP problem. I was wondering if we could come up with some kind of fixed point algorithm for the dual problem of this. | |
| Nov 20, 2012 at 5:48 | history | answered | Suvrit | CC BY-SA 3.0 |