Representing quadratically constrained quadratic programs as generalized copositive programs

Representing quadratically constrained quadratic programs as generalized copositive programs

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Article ID: iaor20123363
Volume: 40
Issue: 3
Start Page Number: 203
End Page Number: 206
Publication Date: May 2012
Journal: Operations Research Letters
Authors: ,
Keywords: heuristics, matrices
Abstract:

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.

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