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ON THE SET-SEMIDEFINITE REPRESENTATION OF NONCONVEX QUADRATIC PROGRAMS WITH CONE CONSTRAINTS

Gabriele Eichfelder orcid.org/0000-0002-1938-6316 ; Department of Mathematics, University of Erlangen-Nürnberg, Germany
Janez Povh ; Faculty of Information Studies in Novo Mesto, Slovenia

Sažetak

The well-known result stating that any non-convex quadratic problem over the non-negative orthant with some additional linear and binary constraints can be rewritten as linear problem over the cone of
completely positive matrices (Burer, 2009) is generalizes by replacing the non-negative orthant with arbitrary closed convex and pointed cone. This set-semidefinite representation result implies new semidefinite lower bounds for quadratic problems over the Bishop-Phelps cones, based on the Euclidian norm.

Ključne riječi

set positivity; Bishop-Phelps cones

Hrčak ID:

93435

URI

https://hrcak.srce.hr/93435

Datum izdavanja:

22.12.2010.

Posjeta: 1.274 *