Abstract | ||
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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 |
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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 Burer | 1 | 1148 | 73.09 |