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.

## Article

View A linear programming reformulation of the standard quadratic optimization problem