Download This PaperA Linear Programming Reformulation of the Standard Quadratic Optimization Problem
CentER Discussion Paper Series No. 2005-24
11 Pages Posted: 4 Apr 2005
Date Written: February 2005
Abstract
The problem of minimizing a quadratic form over the standard simplex is known as the standard quadratic optimization problem (SQO). It is NPhard, 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.
Keywords: Linear programming, standard quadratic optimization, positive polynomials
JEL Classification: C61
Suggested Citation: Suggested Citation
de Klerk, Etienne and Pasechnik, Dmitrii V., A Linear Programming Reformulation of the Standard Quadratic Optimization Problem (February 2005). CentER Discussion Paper Series No. 2005-24, Available at SSRN: https://ssrn.com/abstract=683106 or http://dx.doi.org/10.2139/ssrn.683106
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