A gentle, geometric introduction to copositive optimization

作者:Burer Samuel
来源:Mathematical Programming, 2015, 151(1): 89-116.
DOI:10.1007/s10107-015-0888-z

摘要

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.

  • 出版日期2015-6