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On the copositive representation of binary and continuous nonconvex quadratic programs.

Authors :
Burer, Samuel
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