A note on Burer’s copositive representation of mixed-binary QPs

  • Immanuel M. Bomze
  • Florian Jarre
    • Categories (Mixed) Integer Nonlinear Programming, Linear, Cone and Semidefinite Programming Tags Short URL: https://optimization-online.org/?p=10832

    In an important paper, Burer recently showed how to reformulate general mixed-binary quadratic optimization problems (QPs) into copositive programs where a linear functional is minimized over a linearly constrained subset of the cone of completely positive matrices. In this note we interpret the implication from a topological point of view, showing that the Minkowski sum of the lifted feasible set and the lifted recession cone gives exactly the closure of the former. We also discuss why feasibility of the copositive program implies feasibility of the original mixed-binary QP, which can be derived from the arguments in Burer's article without any further condition.

    Citation

    Technical Report TR-ISDS 2009-04, Department of Statistics and Decision Support Systems, University of Vienna, Austria (August 2009)

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