A note on representations of linear inequalities in non-convex mixed-integer quadratic programs

نویسندگان
چکیده

منابع مشابه

A note on representations of linear inequalities in non-convex mixed-integer quadratic programs

In the literature on the quadratic 0-1 knapsack problem, several alternative ways have been given to represent the knapsack constraint in the quadratic space. We extend this work by constructing analogous representations for arbitrary linear inequalities for arbitrary nonconvex mixed-integer quadratic programs with bounded variables.

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Laurent and Poljak introduced a very general class of valid linear inequalities, called gap inequalities, for the max-cut problem. We show that an analogous class of inequalities can be defined for general nonconvex mixed-integer quadratic programs. These inequalities dominate some inequalities arising from a natural semidefinite relaxation.

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ژورنال

عنوان ژورنال: Operations Research Letters

سال: 2017

ISSN: 0167-6377

DOI: 10.1016/j.orl.2017.10.007