Some Fundamental Properties of Successive Convex Relaxation Methods on LCP and Related Problems

Levent Tuncel; Masakazu Kojima

Some Fundamental Properties of Successive Convex Relaxation Methods on LCP and Related Problems

Combinatorics 2007-05-23 v1

Authors: Levent Tuncel , Masakazu Kojima

Abstract

General Successive Convex Relaxation Methods (SRCMs) can be used to compute the convex hull of any compact set, in an Euclidean space, described by a system of quadratic inequalities and a compact convex set which is not very complicated. Linear Complementarity Problems (LCPs) make an interesting and rich class of structured nonconvex optimization problems. In this paper, we study a few of the specialized lift-and-project methods and some of the possible ways of applying the general SCRMs to LCPs and related problems.

Keywords

successive convex relaxation linear complementarity problem lift-and-project quadratic inequalities nonconvex optimization

Cite

@article{arxiv.math/0005229,
  title  = {Some Fundamental Properties of Successive Convex Relaxation Methods on LCP and Related Problems},
  author = {Levent Tuncel and Masakazu Kojima},
  journal= {arXiv preprint arXiv:math/0005229},
  year   = {2007}
}

Comments

14 pages

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