On copositive programming and standard quadratic optimization problems (Q5929997)

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scientific article; zbMATH DE number 1587229
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On copositive programming and standard quadratic optimization problems
scientific article; zbMATH DE number 1587229

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    On copositive programming and standard quadratic optimization problems (English)
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    17 April 2001
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    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.
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    quadratic optimization
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    interior-point method
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    copositive programming
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