Approximating quadratic programming with bound constraints
Yinyu Ye
We consider the problem of approximating the global
maximum of a quadratic program (QP) with $n$ variables
subject to bound constraints. Based on the results of
Goemans and Williamson \cite{Goemans}
and Nesterov \cite{Nesterov}, we show that a $4/7$
approximate solution can be obtained in polynomial
time.
Working Paper, Department of Management Science,
The University of Iowa, Iowa City, March 1997.
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