A linear programming reformulation of the standard quadratic optimization problem
نویسندگان
چکیده
The problem of minimizing a quadratic form over the standard simplex is known as the standard quadratic optimization problem (SQO). It is NPhard, and contains the maximum stable set problem in graphs as a special case. In this note we show that the SQO problem may be reformulated as an (exponentially sized) linear program.
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عنوان ژورنال:
- J. Global Optimization
دوره 37 شماره
صفحات -
تاریخ انتشار 2007