The equivalence of optimal perspective formulation and Shor's SDP for quadratic programs with indicator variables
Optimization and Control
2022-02-07 v2
Abstract
In this paper, we compare the strength of the optimal perspective reformulation and Shor's SDP relaxation. We prove these two formulations are equivalent for quadratic optimization problems with indicator variables.
Cite
@article{arxiv.2112.04618,
title = {The equivalence of optimal perspective formulation and Shor's SDP for quadratic programs with indicator variables},
author = {Shaoning Han and Andrés Gómez and Alper Atamtürk},
journal= {arXiv preprint arXiv:2112.04618},
year = {2022}
}
Comments
arXiv admin note: substantial text overlap with arXiv:2004.07448