Second-Order Cone Relaxations for Binary Quadratic Polynomial Programs

نویسندگان

  • Bissan Ghaddar
  • Juan C. Vera
  • Miguel F. Anjos
چکیده

Several types of relaxations for binary quadratic polynomial programs can be obtained using linear, secondorder cone, or semidefinite techniques. In this paper, we propose a general framework to construct conic relaxations for binary quadratic polynomial programs based on polynomial programming. Using our framework, we re-derive previous relaxation schemes and provide new ones. In particular, we present three relaxations for binary quadratic polynomial programs. The first two relaxations, based on second-order cone and semidefinite programming, represent a significant improvement over previous practical relaxations for several classes of non-convex binary quadratic polynomial problems. From a practical point of view, due to the computational cost, semidefinite-based relaxations for binary quadratic polynomial problems can be used only to solve small to mid-size instances. To improve the computational efficiency for solving such problems, we propose a third relaxation based purely on second-order cone programming. Computational tests on different classes of non-convex binary quadratic polynomial problems, including quadratic knapsack problems, show that the second-order cone-based relaxation outperforms the semidefinite-based relaxations that are proposed in the literature in terms of computational efficiency and is comparable in terms of bounds.

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عنوان ژورنال:
  • SIAM Journal on Optimization

دوره 21  شماره 

صفحات  -

تاریخ انتشار 2011