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A linear programming reformulation of the standard quadratic optimization problem
Authors:E. de Klerk  D. V. Pasechnik
Affiliation:(1) Department of Econometrics and Operations Research, Faculty of Economics and Business Administration, Tilburg University, P.O. Box 90153, 5000 Tilburg, The Netherlands;(2) School of Physical and Mathematical Sciences, Nanyang Technological University, 1 Nanyang Walk, Blk 5, Singapore, 637616
Abstract:The problem of minimizing a quadratic form over the standard simplex is known as the standard quadratic optimization problem (SQO). It is NP-hard, and contains the maximum stable set problem in graphs as a special case. In this note, we show that the SQO problem may be reformulated as an (exponentially sized) linear program (LP). This reformulation also suggests a hierarchy of polynomial-time solvable LP’s whose optimal values converge finitely to the optimal value of the SQO problem. The hierarchies of LP relaxations from the literature do not share this finite convergence property for SQO, and we review the relevant counterexamples.
Keywords:Linear programming  Standard quadratic optimization  Positive polynomials
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