A simultaneous diagonalization based SOCP relaxation for convex quadratic programs with linear complementarity constraints
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DOI: 10.1007/s11590-018-1337-8
Abstract: This paper proposes a new second-order cone programming (SOCP) relaxation for convex quadratic programs with linear complementarity constraints. The new SOCP relaxation is derived by exploiting the technique that two positive semidefinite matrices can be… read more here.
Keywords: relaxation; linear complementarity; socp relaxation; complementarity constraints ... See more keywords