A note on set-semidefinite relaxations of nonconvex quadratic programs

F. Ahmed; Georg J. Still

doi:10.1007/s10898-012-0013-2

A note on set-semidefinite relaxations of nonconvex quadratic programs

F. Ahmed, Georg J. Still

Discrete Mathematics and Mathematical Programming

Research output: Contribution to journal › Article › Academic › peer-review

2 Citations (Scopus)

8 Downloads (Pure)

Abstract

We consider semidefinite, copositive, and more general, set-semidefinite programming relaxations of general nonconvex quadratic problems. For the semidefinite case a comparison between the feasible set of the original program and the feasible set of the relaxation has been given by Kojima and Tunçel (SIAM J Optim 10(3):750–778, 2000). In this paper the comparison is presented for set-positive relaxations which contain copositive relaxations as a special case.

Original language	Undefined
Pages (from-to)	1139-1146
Number of pages	8
Journal	Journal of global optimization
Volume	57
Issue number	4
DOIs	https://doi.org/10.1007/s10898-012-0013-2
Publication status	Published - 2013

Keywords

EWI-23986
Quadratic programs
IR-87881
semidefinite-
METIS-300165
copositive- and set-positive relaxations

Access to Document

10.1007/s10898-012-0013-2

http://eprints.eemcs.utwente.nl/secure2/23986/01/JOGO-012-0013-2.pdf

Cite this

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abstract = "We consider semidefinite, copositive, and more general, set-semidefinite programming relaxations of general nonconvex quadratic problems. For the semidefinite case a comparison between the feasible set of the original program and the feasible set of the relaxation has been given by Kojima and Tun{\c c}el (SIAM J Optim 10(3):750–778, 2000). In this paper the comparison is presented for set-positive relaxations which contain copositive relaxations as a special case.",

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AU - Still, Georg J.

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N2 - We consider semidefinite, copositive, and more general, set-semidefinite programming relaxations of general nonconvex quadratic problems. For the semidefinite case a comparison between the feasible set of the original program and the feasible set of the relaxation has been given by Kojima and Tunçel (SIAM J Optim 10(3):750–778, 2000). In this paper the comparison is presented for set-positive relaxations which contain copositive relaxations as a special case.

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KW - Quadratic programs

KW - IR-87881

KW - semidefinite-

KW - METIS-300165

KW - copositive- and set-positive relaxations

U2 - 10.1007/s10898-012-0013-2

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