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arXiv · 1206.1633

Linear Programming Relaxations of Quadratically Constrained Quadratic Programs

Andrea Qualizza·Pietro Belotti·Francois Margot
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Abstract

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.

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Andrea Qualizza, Pietro Belotti, Francois Margot. 2012-06-07. Linear Programming Relaxations of Quadratically Constrained Quadratic Programs. https://arxiv.org/abs/1206.1633

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