Using quadratic convex reformulation to tighten the convex relaxation of a quadratic program with complementarity constraints

DOI10.1007/S11590-013-0647-0zbMath1292.90220OpenAlexW1989125538MaRDI QIDQ2448160

Lijie Bai, Jong-Shi Pang, John E. Mitchell

Publication date: 30 April 2014

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11590-013-0647-0

zbMATH Keywords

quadratically constrained quadratic programsemidefinite programquadratic convex reformulationconvex quadratic program with linear complementarity constraints

Mathematics Subject Classification ID

Semidefinite programming (90C22) Convex programming (90C25) Quadratic programming (90C20) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items (6)

A simultaneous diagonalization-based quadratic convex reformulation for nonconvex quadratically constrained quadratic program ⋮ On conic QPCCs, conic QCQPs and completely positive programs ⋮ A compact variant of the QCR method for quadratically constrained quadratic \(0-1\) programs ⋮ Successive Lagrangian relaxation algorithm for nonconvex quadratic optimization ⋮ A simultaneous diagonalization based SOCP relaxation for convex quadratic programs with linear complementarity constraints ⋮ An algorithm for global solution to bi-parametric linear complementarity constrained linear programs

Uses Software

• SDPT3
• OPECgen

Cites Work

• Unnamed Item
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• A recipe for semidefinite relaxation for \((0,1)\)-quadratic programming
• Exact penalization and stationarity conditions of mathematical programs with equilibrium constraints
• On convex quadratic programs with linear complementarity constraints
• Combinatorial Benders' Cuts for Mixed-Integer Linear Programming
• Obtaining Tighter Relaxations of Mathematical Programs with Complementarity Constraints
• On the Global Solution of Linear Programs with Linear Complementarity Constraints
• SDPT3 — A Matlab software package for semidefinite programming, Version 1.3

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