A semidefinite programming heuristic for quadratic programming problems with complementarity constraints

DOI10.1007/s10589-005-1014-6zbMath1114.90158OpenAlexW2122983719MaRDI QIDQ2487469

Stephen Braun, John E. Mitchell

Publication date: 5 August 2005

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-005-1014-6

zbMATH Keywords

quadratic programmingsemidefinite programmingcomplementarity constraints

Mathematics Subject Classification ID

Semidefinite programming (90C22) Quadratic programming (90C20) Approximation methods and heuristics in mathematical programming (90C59) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items (4)

Globally solving box-constrained nonconvex quadratic programs with semidefinite-based finite branch-and-bound ⋮ Rebalancing an investment portfolio in the presence of convex transaction costs, including market impact costs ⋮ A simultaneous diagonalization based SOCP relaxation for portfolio optimization with an orthogonality constraint ⋮ A simultaneous diagonalization based SOCP relaxation for convex quadratic programs with linear complementarity constraints

Uses Software

• SDPT3
• SBmethod

Cites Work

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