Quadratic cone cutting surfaces for quadratic programs with on–off constraints
نویسندگان
چکیده
منابع مشابه
Quadratic cone cutting surfaces for quadratic programs with on-off constraints
We study the convex hull of a set arising as a relaxation of difficult convex mixed integer quadratic programs (MIQP). We characterize the extreme points of our set and the extreme points of its continuous relaxation. We derive four quadratic cutting surfaces that improve the strength of the continuous relaxation. Each of the cutting surfaces is second-order-cone representable. Via a shooting e...
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ژورنال
عنوان ژورنال: Discrete Optimization
سال: 2017
ISSN: 1572-5286
DOI: 10.1016/j.disopt.2016.04.008