Conic optimization: a survey with special focus on copositive optimization and binary quadratic problems
- A conic optimization problem is a problem involving a constraint that the optimization variable be in some closed convex cone. Prominent examples are linear programs (LP), second order cone programs (SOCP), semidefinite problems (SDP), and copositive problems. We survey recent progress made in this area. In particular, we highlight the connections between nonconvex quadratic problems, binary quadratic problems, and copositive optimization. We review how tight bounds can be obtained by relaxing the copositivity constraint to semidefiniteness, and we discuss the effect that different modelling techniques have on the quality of the bounds. We also provide some new techniques for lifting linear constraints and show how these can be used for stable set and coloring relaxations.
Author: | Mirjam DürGND, Franz Rendl |
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URN: | urn:nbn:de:bvb:384-opus4-1226398 |
Frontdoor URL | https://opus.bibliothek.uni-augsburg.de/opus4/122639 |
ISSN: | 2192-4406OPAC |
Parent Title (English): | EURO Journal on Computational Optimization |
Publisher: | Elsevier BV |
Place of publication: | Amsterdam |
Type: | Article |
Language: | English |
Year of first Publication: | 2021 |
Publishing Institution: | Universität Augsburg |
Release Date: | 2025/06/06 |
Volume: | 9 |
First Page: | 100021 |
DOI: | https://doi.org/10.1016/j.ejco.2021.100021 |
Institutes: | Mathematisch-Naturwissenschaftlich-Technische Fakultät |
Mathematisch-Naturwissenschaftlich-Technische Fakultät / Institut für Mathematik | |
Mathematisch-Naturwissenschaftlich-Technische Fakultät / Institut für Mathematik / Diskrete Mathematik, Optimierung und Operations Research | |
Dewey Decimal Classification: | 5 Naturwissenschaften und Mathematik / 51 Mathematik / 510 Mathematik |
Licence (German): | ![]() |