A linear programming reformulation of the standard quadratic optimization problem

Etienne De Klerk (E.deKlerkuvt.nl)
Dmitrii, V. Pasechnik (D.V.Pasechnikuvt.nl)

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.

Keywords: linear programming, standard quadratic optimization, positive polynomials

Category 1: Global Optimization (Theory )

Category 2: Linear, Cone and Semidefinite Programming (Linear Programming )

Category 3: Linear, Cone and Semidefinite Programming

Citation: CentER discussion paper: 2005-24, Tilburg University, The Netherlands, 2005.

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Entry Submitted: 03/03/2005
Entry Accepted: 03/04/2005
Entry Last Modified: 03/03/2005

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