Journal article
Solving nonconvex optimization problems using outer approximations of the set-copositive cone
Mathematical programming
03/10/2025
DOI: 10.1007/s10107-025-02210-7
Abstract
We consider the solution of nonconvex quadratic optimization problems using an outer approximation of the set-copositive cone that is iteratively strengthened with cutting planes and conic constraints. Our methodology utilizes an MILP-based oracle for a generalization of the copositive cone that considers additional linear equality constraints. In numerical testing we evaluate our algorithm on a variety of different nonconvex quadratic problems.
Details
- Title: Subtitle
- Solving nonconvex optimization problems using outer approximations of the set-copositive cone
- Creators
- Markus Gabl - Karlsruhe Institute of TechnologyKurt M. Anstreicher - University of Iowa
- Resource Type
- Journal article
- Publication Details
- Mathematical programming
- Publisher
- SPRINGER HEIDELBERG
- DOI
- 10.1007/s10107-025-02210-7
- ISSN
- 0025-5610
- eISSN
- 1436-4646
- Grant note
- VCOR
Research for this paper was begun when one author (Anstreicher) was visiting the Vienna Center for Operations Research (VCOR) at the University of Vienna, Austria, where the other author (Gabl) was completing his dissertation. Support from the VCOR and especially Prof. Immanuel Bomze is gratefully acknowledged. The authors are also grateful to two anonymous referees for their very careful readings of the paper and many suggestions for improvements.
- Language
- English
- Electronic publication date
- 03/10/2025
- Academic Unit
- Business Analytics
- Record Identifier
- 9984799674602771
Metrics
1 Record Views