A 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
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