Semidefinite Programming Approaches for a Class of Complementarity Problems
Patricia Gillett
In this talk, we will consider a class of complementarity problems with non-convex quadratic objective functions. We will discuss the difficulty of globally solving problems of this class and the potential for semidefinite programming relaxations to give tighter bounds. We will present one such semidefinite programming relaxation in depth and discuss our ongoing efforts to further strengthen the model.