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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

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