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].
Current 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996