Representing quadratically constrained quadratic programs as generalized copositive programs

نویسندگان
چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Representing quadratically constrained quadratic programs as generalized copositive programs

We show that any nonconvex quadratically constrained quadratic program (QCQP) can be represented as a generalized copositive program. In fact, we provide two representations. The first is based on the concept of completely positive (CP) matrices over second order cones, while the second is based on CP matrices over the positive semidefinte cone. Our analysis assumes that the feasible region of ...

متن کامل

Data Structures for Representing Symmetry in Quadratically Constrained Quadratic Programs

Symmetry in mathematical programming may lead to a multiplicity of solutions. In nonconvex optimisation, it can negatively affect the performance of the Branch and Bound algorithm. Symmetry may induce large search trees with multiple equivalent solutions, i.e. with the same optimal value. Dealing with symmetry requires detecting and classifying it first. This paper develops several methods for ...

متن کامل

Reformulating Mixed-Integer Quadratically Constrained Quadratic Programs

It is well known that semidefinite programming (SDP) can be used to derive useful relaxations for a variety of optimisation problems. Moreover, in the particular case of mixed-integer quadratic programs, SDP has been used to reformulate problems, rather than merely relax them. The purpose of reformulation is to strengthen the continuous relaxation of the problem, while leaving the optimal solut...

متن کامل

Convex quadratic relaxations of nonconvex quadratically constrained quadratic programs

Nonconvex quadratic constraints can be linearized to obtain relaxations in a wellunderstood manner. We propose to tighten the relaxation by using second order cone constraints, resulting in a convex quadratic relaxation. Our quadratic approximation to the bilinear term is compared to the linear McCormick bounds. The second order cone constraints are based on linear combinations of pairs of vari...

متن کامل

A Binarisation Approach to Non-Convex Quadratically Constrained Quadratic Programs

The global optimisation of non-convex quadratically constrained quadratic programs is a notoriously difficult problem, being not only NP-hard in the strong sense, but also very difficult in practice. We present a new heuristic approach to this problem, which enables one to obtain solutions of good quality in reasonable computing times. The heuristic consists of four phases: binarisation, convex...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Operations Research Letters

سال: 2012

ISSN: 0167-6377

DOI: 10.1016/j.orl.2012.02.001