On Copositive Programming and Standard Quadratic Optimization Problems

作者: Immanuel M Bomze , Mirjam Dür , Etienne De Klerk , Cornelis Roos , Arie J Quist

DOI: 10.1023/A:1026583532263

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摘要: A standard quadratic problem consists of finding global maximizers a form over the simplex. In this paper, usual semidefinite programming relaxation is strengthened by replacing cone positive matrices completely (the which allow factorization FFT where F some non-negative matrix). The dual copositive (i.e., those yield on orthant). This conic formulation allows us to employ primal-dual affine-scaling directions. Furthermore, these approaches are combined with an evolutionary dynamics algorithm generates primal-feasible paths along objective monotonically improved until local solution reached. particular, affine scaling directions used escape from maxima encountered during phase.

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