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A simplified completely positive reformulation for binary quadratic programs |
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| Institution: | 1. Institute of Science City Industry, University of Chinese Academy of Sciences, Beijing, 100190, China;2. School of Economics and Management, North China Electric Power University, Beijing, 102206, China;3. School of Economics and Management, University of Chinese Academy of Sciences, Beijing, 100190, China;4. MOE Social Science Laboratory of Digital Economic Forecasts and Policy Simulation at UCAS, Beijing, 100190, China |
| Abstract: | In this paper, we propose a simplified completely positive programming reformulation for binary quadratic programs. The linear equality constraints associated with the binary constraints in the original problem can be aggregated into a single linear equality constraint without changing the feasible set of the classic completely positive reformulation proposed in the literature. We also show that the dual of the proposed simplified formulation is strictly feasible under a mild assumption. |
| Keywords: | Binary quadratic program Completely positive Copositive |
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