A note on set-semidefinite relaxations of nonconvex quadratic programs |
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Authors: | Faizan Ahmed Georg Still |
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Affiliation: | 1. Department of Applied Mathematics, University of Twente, P.O. Box 217, 7500 AE, Enschede, The Netherlands
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Abstract: | We consider semidefinite, copositive, and more general, set-semidefinite programming relaxations of general nonconvex quadratic problems. For the semidefinite case a comparison between the feasible set of the original program and the feasible set of the relaxation has been given by Kojima and Tunçel (SIAM J Optim 10(3):750–778, 2000). In this paper the comparison is presented for set-positive relaxations which contain copositive relaxations as a special case. |
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