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On the copositive representation of binary and continuous nonconvex quadratic programs.
- Source :
- Mathematical Programming; Sep2009, Vol. 120 Issue 2, p479-495, 17p
- Publication Year :
- 2009
-
Abstract
- In this paper, we model any nonconvex quadratic program having a mix of binary and continuous variables as a linear program over the dual of the cone of copositive matrices. This result can be viewed as an extension of earlier separate results, which have established the copositive representation of a small collection of NP-hard problems. A simplification, which reduces the dimension of the linear conic program, and an extension to complementarity constraints are established, and computational issues are discussed. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 00255610
- Volume :
- 120
- Issue :
- 2
- Database :
- Complementary Index
- Journal :
- Mathematical Programming
- Publication Type :
- Academic Journal
- Accession number :
- 39344794
- Full Text :
- https://doi.org/10.1007/s10107-008-0223-z