On the copositive representation of binary and continuous nonconvex quadratic programs |
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Authors: | Samuel Burer |
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Affiliation: | (1) Department of Management Sciences, University of Iowa, Iowa City, IA 52242-1994, USA |
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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. Research partially supported by NSF Grant CCF-0545514. |
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Keywords: | KeywordHeading" >Mathematics Subject Classification (2000) 90C25 90C26 90C20 |
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