4.6 Article Proceedings Paper

A gentle, geometric introduction to copositive optimization

Journal

MATHEMATICAL PROGRAMMING
Volume 151, Issue 1, Pages 89-116

Publisher

SPRINGER HEIDELBERG
DOI: 10.1007/s10107-015-0888-z

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This paper illustrates the fundamental connection between nonconvex quadratic optimization and copositive optimization-a connection that allows the reformulation of nonconvex quadratic problems as convex ones in a unified way. We focus on examples having just a few variables or a few constraints for which the quadratic problem can be formulated as a copositive-style problem, which itself can be recast in terms of linear, second-order-cone, and semidefinite optimization. A particular highlight is the role played by the geometry of the feasible set.

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