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2010

A note on Burer's copositive representation of mixed-binary QPs

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A note on Burer's copositive representation of mixed-binary QPs
In an important paper, Burer [2] recently showed how to reformulate general mixed-binary quadratic optimization problems (QPs) into copositive programs where a linear functional is minimized over a linearly constrained subset of the cone of completely positive matrices. In this note we interpret the implication from a topological point of view, showing that the Minkowski sum of the lifted feasible set and the lifted recession cone gives exactly the closure of the former. We also discuss why feasibility of the copositive program implies feasibility of the original mixed-binary QP, which can be derived from the arguments in [2] without any further condition.
Immanuel M. Bomze, Florian Jarre
Added 29 Jan 2011
Updated 29 Jan 2011
Type Journal
Year 2010
Where OL
Authors Immanuel M. Bomze, Florian Jarre
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