Optimization Online


Representing quadratically constrained quadratic programs as generalized copositive programs

Samuel Burer(samuel-burer***at***uiowa.edu)
Hongbo Dong(hongbo-dong***at***uiowa.edu)

Abstract: We show that any nonconvex quadratically constrained quadratic program(QCQP) can be represented as a generalized copositive program. In fact,we provide two representations. The first is based on the concept of completely positive (CP) matrices over second order cones, while the second is based on CP matrices over the positive semidefinte cone. Our analysis assumes that the feasible region of the QCQP is nonempty and bounded.

Keywords: Copositive programming, quadratically constrained quadratic programs, convex representation.

Category 1: Global Optimization (Theory )

Category 2: Nonlinear Optimization (Quadratic Programming )

Category 3: Linear, Cone and Semidefinite Programming (Other )

Citation: Manuscript, Department of Management Sciences, University of Iowa, December 2008.

Download: [PDF]

Entry Submitted: 07/11/2011
Entry Accepted: 07/11/2011
Entry Last Modified: 07/11/2011

Modify/Update this entry

  Visitors Authors More about us Links
  Subscribe, Unsubscribe
Digest Archive
Search, Browse the Repository


Coordinator's Board
Classification Scheme
Give us feedback
Optimization Journals, Sites, Societies
Mathematical Optimization Society