Original scientific paper
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
Abstract
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.
Keywords
set positivity; Bishop-Phelps cones
Hrčak ID:
93435
URI
Publication date:
22.12.2010.
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