On convex quadratic programs with linear complementarity constraints
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Authors
Bai, Lijie
Issue Date
2013-08
Type
Electronic thesis
Thesis
Thesis
Language
ENG
Keywords
Mathematics
Alternative Title
Abstract
In Chapter 3, we address several topics associated with three classes of constrained optimization problems: QPCCs for quadratic programs with (linear) complementarity constraints, QCQPs for quadratically constrained quadratic programs, and completely positive programs. The subclass of QCQPs, ones that are broader than the QPCCs and fail the Slater constraint qualifications (CQ) can be formulated as QPCCs, therefore a Frank-Wolfe type result holds for this class of QCQPs. We establish a fundamental role of this class of QCQPs in a quadratically constrained non-quadratic program failing the Slater CQ. We also show that such a QCQP, if copositive, can be reformulated as an equivalent completely positive program in the sense of feasibility, boundedness, attainability as well as solvability.
Description
August 2013
School of Science
School of Science
Full Citation
Publisher
Rensselaer Polytechnic Institute, Troy, NY