A copositive Farkas lemma and minimally exact conic relaxations for robust quadratic optimization with binary and quadratic constraints

DOI10.1016/j.orl.2019.09.013zbMath1455.90125OpenAlexW2976460074WikidataQ124800229 ScholiaQ124800229MaRDI QIDQ2294373

Thai Doan Chuong, Guoyin Li, Nguyen Huy Chieu, Vaithilingam Jeyakumar

Publication date: 10 February 2020

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2019.09.013

zbMATH Keywords

quadratic optimizationcopositivityrobust optimizationbinary constraintsconvexifiabilityconic relations

Mathematics Subject Classification ID

Integer programming (90C10) Quadratic programming (90C20) Robustness in mathematical programming (90C17)

Related Items (3)

Sum-of-squares relaxations in robust DC optimization and feature selection ⋮ Quadratically adjustable robust linear optimization with inexact data via generalized S-lemma: exact second-order cone program reformulations ⋮ Semidefinite program duals for separable polynomial programs involving box constraints

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