Linear Programming Relaxations of Quadratically Constrained Quadratic Programs
Combinatorics
2012-06-28 v1 Discrete Mathematics
Optimization and Control
Abstract
We investigate the use of linear programming tools for solving semidefinite programming relaxations of quadratically constrained quadratic problems. Classes of valid linear inequalities are presented, including sparse PSD cuts, and principal minors PSD cuts. Computational results based on instances from the literature are presented.
Cite
@article{arxiv.1206.1633,
title = {Linear Programming Relaxations of Quadratically Constrained Quadratic Programs},
author = {Andrea Qualizza and Pietro Belotti and Francois Margot},
journal= {arXiv preprint arXiv:1206.1633},
year = {2012}
}
Comments
Published in IMA Volumes in Mathematics and its Applications, 2012, Volume 154