Linear Programming Relaxations of Quadratically Constrained Quadratic Programs

Autor:	Qualizza, Andrea, Belotti, Pietro, Margot, Francois
Rok vydání:	2012
Předmět:	Mathematics - Combinatorics Computer Science - Discrete Mathematics Mathematics - Optimization and Control 90C57
Druh dokumentu:	Working Paper
Popis:	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. Comment: Published in IMA Volumes in Mathematics and its Applications, 2012, Volume 154
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1206.1633 Zobrazit plný text záznamu View this record from Arxiv