On Standard Quadratic Optimization Problems

  • Authors:
  • Immanuel M. Bomze

  • Affiliations:
  • I.S.O.C., University of Vienna, Wien, Austria

  • Venue:
  • Journal of Global Optimization
  • Year:
  • 1998

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Abstract

A standard quadratic optimization problem (QP) consists of finding(global) maximizers of a quadratic form over the standard simplex. StandardQPs arise quite naturally in copositivity-based procedures which enable anescape from local solutions. Furthermore, several important applicationsyield optimization problems which can be cast into a standard QP in astraightforward way. As an example, a new continuous reformulation of themaximum weight clique problem in undirected graphs is presented whichconsiderably improves previous attacks both as numerical stability andinterpretation of the results are concerned. Apparently also for the firsttime, an equivalence between standard QPs and QPs on the positive orthant isestablished. Also, a recently presented global optimization procedure (GENF- genetical engineering via negative fitness) is shortly reviewed.