Article ID: | iaor20072601 |
Country: | Netherlands |
Volume: | 37 |
Issue: | 1 |
Start Page Number: | 75 |
End Page Number: | 84 |
Publication Date: | Jan 2007 |
Journal: | Journal of Global Optimization |
Authors: | Klerk E. de, Pasechnik D.V. |
Keywords: | programming: linear |
The problem of minimizing a quadratic form over the standard simplex is known as the standard quadratic optimization problem (SQO). It is NP-hard, and contains the maximum stable set problem in graphs as a special case. In this note, we show that the SQO problem may be reformulated as an (exponentially sized) linear program (LP). This reformulation also suggests a hierarchy of polynomial-time solvable LPs whose optimal values converge finitely to the optimal value of the SQO problem. The hierarchies of LP relaxations from the literature do not share this finite convergence property for SQO, and we review the relevant counterexamples.