Article ID: | iaor20123363 |
Volume: | 40 |
Issue: | 3 |
Start Page Number: | 203 |
End Page Number: | 206 |
Publication Date: | May 2012 |
Journal: | Operations Research Letters |
Authors: | Burer Samuel, Dong Hongbo |
Keywords: | heuristics, matrices |
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.