Tight compact extended relaxations for nonconvex quadratic programming problems with box constraints

Autor: Sven de Vries, Bernd Perscheid
Rok vydání: 2022
Předmět:
Zdroj: Journal of Global Optimization. 84:591-606
ISSN: 1573-2916
0925-5001
Popis: Cutting planes from the Boolean Quadric Polytope can be used to reduce the optimality gap of the $$\mathcal {NP}$$ NP -hard nonconvex quadratic program with box constraints (BoxQP). It is known that all cuts of the Chvátal–Gomory closure of the Boolean Quadric Polytope are A-odd cycle inequalities. We obtain a compact extended relaxation of allA-odd cycle inequalities, which allows to optimize over the Chvátal–Gomory closure without repeated calls to separation algorithms and has less inequalities than the formulation provided by Boros et al. (SIAM J Discrete Math 5(2):163–177, 1992) for sparse matrices. In a computational study, we confirm the strength of this relaxation and show that we can provide very strong bounds for the BoxQP, even with a plain linear program. The resulting bounds are significantly stronger than these from Bonami et al. (Math Program Comput 10(3):333–382, 2018), which arise from separating A-odd cycle inequalities heuristically.
Databáze: OpenAIRE
Externí odkaz: