A Linear Programming Reformulation of the Standard Quadratic Optimization Problem

CentER Discussion Paper Series No. 2005-24

11 Pages Posted: 4 Apr 2005

See all articles by Etienne de Klerk

Etienne de Klerk

Tilburg University

Dmitrii V. Pasechnik

Tilburg University - Center for Economic Research (CentER)

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

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

Etienne De Klerk (Contact Author)

Tilburg University ( email )

P.O. Box 90153
Tilburg, 5000 LE
Netherlands

Dmitrii V. Pasechnik

Tilburg University - Center for Economic Research (CentER) ( email )

P.O. Box 90153
Tilburg, 5000 LE
Netherlands

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