含指示变量二次规划的最优透视重构与 Shor SDP 的等价性
最优化与控制
2022-02-07 v2
摘要
本文比较了最优透视重构与 Shor 半定规划松弛的强度。我们证明了对于含指示变量的二次优化问题，这两种形式是等价的。
引用
@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}
}
备注
arXiv admin note: substantial text overlap with arXiv:2004.07448