Journal article
A gentle, geometric introduction to copositive optimization
Mathematical programming, Vol.151(1), pp.89-116
06/01/2015
DOI: 10.1007/s10107-015-0888-z
Abstract
This paper illustrates the fundamental connection between nonconvex quadratic optimization and copositive optimization—a connection that allows the reformulation of nonconvex quadratic problems as convex ones in a unified way. We focus on examples having just a few variables or a few constraints for which the quadratic problem can be formulated as a copositive-style problem, which itself can be recast in terms of linear, second-order-cone, and semidefinite optimization. A particular highlight is the role played by the geometry of the feasible set.
Details
- Title: Subtitle
- A gentle, geometric introduction to copositive optimization
- Creators
- Samuel Burer - University of Iowa
- Resource Type
- Journal article
- Publication Details
- Mathematical programming, Vol.151(1), pp.89-116
- Publisher
- Springer Berlin Heidelberg
- DOI
- 10.1007/s10107-015-0888-z
- ISSN
- 0025-5610
- eISSN
- 1436-4646
- Language
- English
- Date published
- 06/01/2015
- Academic Unit
- Business Analytics
- Record Identifier
- 9984380541302771
Metrics
6 Record Views