Convex relaxations of non-convex mixed integer quadratically constrained programs: projected formulations
نویسندگان
چکیده
منابع مشابه
Convex relaxations of non-convex mixed integer quadratically constrained programs: projected formulations
A common way to produce a convex relaxation of a Mixed Integer Quadratically Constrained Program (MIQCP) is to lift the problem into a higher dimensional space by introducing variables Yij to represent each of the products xixj of variables appearing in a quadratic form. One advantage of such extended relaxations is that they can be efficiently strengthened by using the (convex) SDP constraint ...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 2010
ISSN: 0025-5610,1436-4646
DOI: 10.1007/s10107-010-0340-3