Representing quadratically constrained quadratic programs as generalized copositive programs

We show that any nonconvex quadratically constrained quadratic program(QCQP) can be represented as a generalized copositive program. In fact,we provide two representations. The first is based on the concept of completely positive (CP) matrices over second order cones, while the second is based on CP matrices over the positive semidefinte cone. Our analysis assumes that the feasible region of the QCQP is nonempty and bounded.

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Manuscript, Department of Management Sciences, University of Iowa, December 2008.

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