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

Autor:	Gabriele Eichfelder, Janez Povh
Jazyk:	angličtina
Rok vydání:	2010
Předmět:	set positivity Bishop-Phelps cones Applied mathematics. Quantitative methods T57-57.97
Zdroj:	Croatian Operational Research Review, Vol 1, Iss 1, Pp 26-39 (2010)
Druh dokumentu:	article
ISSN:	1848-0225 1848-9931
Popis:	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.
Databáze:	Directory of Open Access Journals
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