A linear programming reformulation of the standard quadratic optimization problem
Etienne De Klerk (E.deKlerkuvt.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.
Entry Submitted: 03/03/2005
Modify/Update this entry
|Visitors||Authors||More about us||Links|
Search, Browse the Repository
Give us feedback
|Optimization Journals, Sites, Societies|