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A note on set-semidefinite relaxations of nonconvex quadratic programs

Faizan Ahmed and Georg Still ()

Journal of Global Optimization, 2013, vol. 57, issue 4, 1139-1146

Abstract: We consider semidefinite, copositive, and more general, set-semidefinite programming relaxations of general nonconvex quadratic problems. For the semidefinite case a comparison between the feasible set of the original program and the feasible set of the relaxation has been given by Kojima and Tunçel (SIAM J Optim 10(3):750–778, 2000 ). In this paper the comparison is presented for set-positive relaxations which contain copositive relaxations as a special case. Copyright Springer Science+Business Media New York 2013

Keywords: Quadratic programs; Semidefinite-; Copositive- and Set-positive relaxations; 90C20; 90C22; 90C09 (search for similar items in EconPapers)
Date: 2013
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DOI: 10.1007/s10898-012-0013-2

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