A linear programming reformulation of the standard quadratic optimization problem

  • Etienne de Klerk
  • Dmitrii V. Pasechnik
    • Categories Global Optimization Theory, Linear Programming, Linear, Cone and Semidefinite Programming Tags , , Short URL: https://optimization-online.org/?p=9715

    The problem of minimizing a quadratic form over the standard simplex is known as the standard quadratic optimization problem (SQO). It is NP-hard, and contains the maximum stable set problem in graphs as a special case. In this note we show that the SQO problem may be reformulated as an (exponentially sized) linear program.

    Citation

    CentER discussion paper: 2005-24, Tilburg University, The Netherlands, 2005.

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