Representing quadratically constrained quadratic programs as generalized copositive programs

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• 作者：Samuel Burer^a ; ^{samuel-burer@uiowa.edu} ; Hongbo Dong^b ; ^{hdong6@wisc.edu}
• 关键词：Conic programming ; Copositive programming ; Quadratically constrained quadratic programs
• 刊名：Operations Research Letters
• 出版年：2012
• 期刊代码：134_01676377
• 类别：et
• 出版时间：May, 2012
• 卷：40
• 期：3
• 页码：203-206
• 文件大小：218 K

摘要

We show that any (nonconvex) quadratically constrained quadratic program (QCQP) can be represented as a generalized copositive program. In fact, we provide two representations: one based on the concept of completely positive (CP) matrices over second-order cones, and one based on CP matrices over the positive semidefinite cone.