A semidefinite programming heuristic for quadratic programming problems with complementarity constraints

DOI10.1007/s10589-005-1014-6zbMath1114.90158OpenAlexW2122983719MaRDI QIDQ2487469

Stephen Braun, John E. Mitchell

Publication date: 5 August 2005

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-005-1014-6

zbMATH Keywords

quadratic programmingsemidefinite programmingcomplementarity constraints

Mathematics Subject Classification ID

Related Items (4)

Globally solving box-constrained nonconvex quadratic programs with semidefinite-based finite branch-and-bound ⋮ Rebalancing an investment portfolio in the presence of convex transaction costs, including market impact costs ⋮ A simultaneous diagonalization based SOCP relaxation for portfolio optimization with an orthogonality constraint ⋮ A simultaneous diagonalization based SOCP relaxation for convex quadratic programs with linear complementarity constraints

Uses Software

• SDPT3
• SBmethod

Cites Work

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• Local Convergence of SQP Methods for Mathematical Programs with Equilibrium Constraints
• Handbook of semidefinite programming. Theory, algorithms, and applications
• Restarting after branching in the SDP approach to MAX-CUT and similar combinatorial optimization problems

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