Journal article
On the copositive representation of binary and continuous nonconvex quadratic programs
Mathematical programming, Vol.120(2), pp.479-495
09/01/2009
DOI: 10.1007/s10107-008-0223-z
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.
Details
- Title: Subtitle
- On the copositive representation of binary and continuous nonconvex quadratic programs
- Creators
- Samuel Burer - University of Iowa
- Resource Type
- Journal article
- Publication Details
- Mathematical programming, Vol.120(2), pp.479-495
- Publisher
- Springer-Verlag
- DOI
- 10.1007/s10107-008-0223-z
- ISSN
- 0025-5610
- eISSN
- 1436-4646
- Language
- English
- Date published
- 09/01/2009
- Academic Unit
- Business Analytics
- Record Identifier
- 9984380494302771
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