Title
A gentle, geometric introduction to copositive optimization
Abstract
This paper illustrates the fundamental connection between nonconvex quadratic optimization and copositive optimization--a connection that allows the reformulation of nonconvex quadratic problems as convex ones in a unified way. We focus on examples having just a few variables or a few constraints for which the quadratic problem can be formulated as a copositive-style problem, which itself can be recast in terms of linear, second-order-cone, and semidefinite optimization. A particular highlight is the role played by the geometry of the feasible set.
Year
DOI
Venue
2015
10.1007/s10107-015-0888-z
Programs in Mathematics
Keywords
Field
DocType
90C20, 90C22, 90C25, 90C30
Mathematical optimization,Quadratically constrained quadratic program,Quadratic equation,Regular polygon,Feasible region,Quadratic programming,Mathematics
Journal
Volume
Issue
ISSN
151
1
1436-4646
Citations 
PageRank 
References 
5
0.42
13
Authors
1
Name
Order
Citations
PageRank
Samuel Burer1114873.09