Abstract
In this paper, we model any nonconvex quadratic program having a mix of binary and continuous variables as a linear program over the dual of the cone of copositive matrices. This result can be viewed as an extension of earlier separate results, which have established the copositive representation of a small collection of NP-hard problems. A simplification, which reduces the dimension of the linear conic program, and an extension to complementarity constraints are established, and computational issues are discussed.
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Research partially supported by NSF Grant CCF-0545514.
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Burer, S. On the copositive representation of binary and continuous nonconvex quadratic programs. Math. Program. 120, 479–495 (2009). https://doi.org/10.1007/s10107-008-0223-z
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DOI: https://doi.org/10.1007/s10107-008-0223-z