Journal article
Representing quadratically constrained quadratic programs as generalized copositive programs
Operations research letters, Vol.40(3), pp.203-206
05/01/2012
DOI: 10.1016/j.orl.2012.02.001
Abstract
We show that any (nonconvex) quadratically constrained quadratic program (QCQP) can be represented as a generalized copositive program. In fact, we provide two representations: one based on the concept of completely positive (CP) matrices over second-order cones, and one based on CP matrices over the positive semidefinite cone.
Details
- Title: Subtitle
- Representing quadratically constrained quadratic programs as generalized copositive programs
- Creators
- Samuel Burer - University of IowaHongbo Dong - Wisconsin Institutes for Discovery
- Resource Type
- Journal article
- Publication Details
- Operations research letters, Vol.40(3), pp.203-206
- Publisher
- Elsevier B.V
- DOI
- 10.1016/j.orl.2012.02.001
- ISSN
- 0167-6377
- eISSN
- 1872-7468
- Language
- English
- Date published
- 05/01/2012
- Academic Unit
- Business Analytics
- Record Identifier
- 9984380391802771
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