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arXiv · 1501.02871

Error analysis of approximation algorithm for standard bi-quadratic programming

Chen Ling·Hongjin He·Liqun Qi
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Abstract

We consider the problem of approximately solving a standard bi-quadratic programming (StBQP), which is NP-hard. After reformulating the original problem as an equivalent copositive tensor programming, we show how to approximate the optimal solution by approximating the cone of copositive tensors via a serial polyhedral cones. The established quality of approximation shows that, a polynomial time approximation scheme (PTAS) for solving StBQP exists and can be extended to solving standard multi-quadratic programming. Some numerical examples are provided to illustrate our approach.

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Chen Ling, Hongjin He, Liqun Qi. 2015-01-13. Error analysis of approximation algorithm for standard bi-quadratic programming. https://arxiv.org/abs/1501.02871

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