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Applications of the Lorentz positive cone in nonconvex quadratic optimization

Burer, Samuel et al.
arXiv (All) · Papers
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optimization-and-control
We consider the Lorentz positive cone of $n\times m$ matrices that map the Lorentz cone in $\Rbb^m$ into the Lorentz cone in $\Rbb^n$. The Lorentz positive cone and its dual, the cone of Lorentz separable matrices, are shown to provide polynomial-time algorithms for the problem of minimizing a bilin
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