A QUADRATICALLY CONSTRAINED QUADRATIC OPTIMIZATION MODEL FOR COMPLETELY POSITIVE CONE PROGRAMMING
- 주제(키워드) copositive programming , quadratic optimization problem with quadratic constraints , a hierarchy of copositivity
- 관리정보기술 faculty
- 등재 SCIE, SCOPUS
- 발행기관 SIAM PUBLICATIONS
- 발행년도 2013
- 총서유형 Journal
- URI http://www.dcollection.net/handler/ewha/000000086844
- 본문언어 영어
- Published As http://dx.doi.org/10.1137/120890636
초록/요약
We propose a class of quadratic optimization problems which can be reformulated by completely positive cone programming with the same optimal values. The objective function can be any quadratic form. The constraints of each problem are described in terms of quadratic forms with no linear terms, and all constraints are homogeneous equalities, except one inhomogeneous equality where a quadratic form is set to be a positive constant. For the equality constraints, "a hierarchy of copositvity" condition is assumed. This model is a generalization of the standard quadratic optimization problem of minimizing a quadratic form over the standard simplex, and covers many of the existing quadratic optimization problems studied for exact copositive cone and completely positive cone programming relaxations. In particular, it generalizes the recent results on quadratic optimization problems by Burer and the set-semidefinite representation by Eichfelder and Povh [Optim. Lett., 7 (2013), pp. 1373-1386].
more