On copositive programming and standard quadratic optimization problems (Q5929997)
From MaRDI portal
scientific article; zbMATH DE number 1587229
Language | Label | Description | Also known as |
---|---|---|---|
English | On copositive programming and standard quadratic optimization problems |
scientific article; zbMATH DE number 1587229 |
Statements
On copositive programming and standard quadratic optimization problems (English)
0 references
17 April 2001
0 references
The authors consider quadratic optimization problems of the form \[ x^TAx\to \text{maximum subject to }x\in\Delta \] where \(A\) is an arbitrary symmetric \(n\times n\) matrix and \(\Delta\) is the standard simpiex in the \(n\)-dimensional Euclidean space \(\mathbb{R}^n\), \(\Delta= \{x\in R^n_+: e^Tx=1\}\). Using the special structure of quadratic problems, the authors apply an interior-point method to an extension of semidefinite programming called copositive programming.
0 references
quadratic optimization
0 references
interior-point method
0 references
copositive programming
0 references