A note on completely positive relaxations of quadratic problems in a multiobjective framework
- Abstract In a single-objective setting, nonconvex quadratic problems can equivalently be reformulated as convex problems over the cone of completely positive matrices. In small dimensions this cone equals the cone of matrices which are entrywise nonnegative and positive semidefinite, so the convex reformulation can be solved via SDP solvers. Considering multiobjective nonconvex quadratic problems, naturally the question arises, whether the advantage of convex reformulations extends to the multicriteria framework. In this note, we show that this approach only finds the supported nondominated points, which can already be found by using the weighted sum scalarization of the multiobjective quadratic problem, i.e. it is not suitable for multiobjective nonconvex problems.
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| Author: | Gabriele Eichfelder, Patrick GroetznerGND |
|---|---|
| URN: | urn:nbn:de:bvb:384-opus4-887813 |
| Frontdoor URL | https://opus.bibliothek.uni-augsburg.de/opus4/88781 |
| Parent Title (English): | Journal of Global Optimization |
| Publisher: | Springer |
| Place of publication: | Berlin |
| Type: | Article |
| Language: | English |
| Year of first Publication: | 2022 |
| Publishing Institution: | Universität Augsburg |
| Release Date: | 2021/09/16 |
| Volume: | 82 |
| Issue: | 3 |
| First Page: | 615 |
| Last Page: | 626 |
| DOI: | https://doi.org/10.1007/s10898-021-01091-2 |
| 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): |  CC-BY 4.0: Creative Commons: Namensnennung (mit Print on Demand) |
