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