On the copositive representation of binary and continuous nonconvex quadratic programs

Authors:
Samuel Burer
Affiliations:
University of Iowa, Department of Management Sciences, 52242-1994, Iowa City, IA, USA
Venue:
Mathematical Programming: Series A and B
Year:
2009

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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.