Peter J. C. Dickinson (University of Groningen, The Netherlands)

On a set-semidefinite representation of quadratic optimisation problems
Joint work with Janez Povh (Faculty of Information Studies in Novo Mesto) and Gabriele Eichfelder (Ilmenau University of Technology).
Wednesday 24 July 2013 at 16.15, JCMB 5215

Abstract

In this talk we will look at optimisation problems with a quadratic objective function and constraints involving: linear constraints, binary constraints and set constraints. We shall show that, provided some commonly used assumptions hold, these problems can be reformulated as conic optimisation problems over a cone of set-semidefinite matrices. This generalises a well-known completely positive representation result from Burer [Mathematical Programming, 2009]. This also corrects a previous result from Eichfelder and Povh [Optimization Letters, 2012].

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