Conic formulation of QPCCs applied to truly sparse QPs

Abstract

We study (nonconvex) quadratic optimization problems with complementarity constraints, establishing an exact completely positive reformulation under—apparently new—mild conditions involving only the constraints, not the objective. Moreover, we also give the conditions for strong conic duality between the obtained completely positive problem and its dual. Our approach is based on purely continuous models which avoid any branching or use of large constants in implementation.