Linear Programming Relaxations of Quadratically Constrained Quadratic Programs

2012/06/07 by Andrea Qualizza, Pietro Belotti, Qualizza, Andrea +3 · 2 citations
Mathematics · Engineering · Decision Sciences · #Advanced Optimization Algorithms Research #Optimization and Mathematical Programming #Multi-Criteria Decision Making

paper · pdf · doi:10.48550/arxiv.1206.1633

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.

Cited by

• Advanced Cutting-Plane Algorithms for ACOPF
• Solving Sparse Mixed-Integer Quadratic Problems: Application to the Unit Commitment Problem with Optimal Power Flow

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