## Approximation Algorithms for Quadratic Programming (1998)

Citations: | 23 - 5 self |

### BibTeX

@MISC{Fu98approximationalgorithms,

author = {Minyue Fu and Zhi-quan Luo and Yinyu Ye},

title = {Approximation Algorithms for Quadratic Programming},

year = {1998}

}

### Years of Citing Articles

### OpenURL

### Abstract

We consider the problem of approximating the global minimum of a general quadratic program (QP) with n variables subject to m ellipsoidal constraints. For m = 1, we rigorously show that an ffl-minimizer, where error ffl 2 (0; 1), can be obtained in polynomial time, meaning that the number of arithmetic operations is a polynomial in n, m, and log(1=ffl). For m 2, we present a polynomial-time (1 \Gamma 1 m 2 )-approximation algorithm as well as a semidefinite programming relaxation for this problem. In addition, we present approximation algorithms for solving QP under the box constraints and the assignment polytope constraints. Key words. Quadratic programming, global minimizer, polynomial-time approximation algorithm The work of the first author was supported by the Australian Research Council; the second author was supported in part by the Department of Management Sciences of the University of Iowa where he performed this research during a research leave, and by the Natural Scien...