On convex quadratic programs with linear complementarity constraints

Authors
Bai, Lijie
ORCID
Loading...
Thumbnail Image
Other Contributors
Mitchell, John E.
Pang, Jong-Shi
Ecker, Joseph G.
Li, Fengyan
Ban, Xuegang
Issue Date
2013-08
Keywords
Mathematics
Degree
PhD
Terms of Use
This electronic version is a licensed copy owned by Rensselaer Polytechnic Institute, Troy, NY. Copyright of original work retained by author.
Full Citation
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
Department
Dept. of Mathematical Sciences
Publisher
Rensselaer Polytechnic Institute, Troy, NY
Relationships
Rensselaer Theses and Dissertations Online Collection
Access
Restricted to current Rensselaer faculty, staff and students. Access inquiries may be directed to the Rensselaer Libraries.