Solving nonconvex optimization problems using outer approximations of the set-copositive cone

• 成果类型: Article; Early Access
• 署名作者: Gabl, Markus; Anstreicher, Kurt M.
• 署名单位: Helmholtz Association; Karlsruhe Institute of Technology; University of Iowa
• 刊物名称: MATHEMATICAL PROGRAMMING
• ISSN/ISSBN: 0025-5610
• DOI: 10.1007/s10107-025-02210-7
• 发表日期: 2025
• 关键词: cutting plane method; complexity; interior

摘要

We consider the solution of nonconvex quadratic optimization problems using an outer approximation of the set-copositive cone that is iteratively strengthened with cutting planes and conic constraints. Our methodology utilizes an MILP-based oracle for a generalization of the copositive cone that considers additional linear equality constraints. In numerical testing we evaluate our algorithm on a variety of different nonconvex quadratic problems.