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.
Galli, L., K., K., A. N., L. (2011). Gap Inequalities for Non-Convex Mixed-Integer Quadratic Programs. OPERATIONS RESEARCH LETTERS, 39, 297-300 [10.1016/j.orl.2011.07.002].
Gap Inequalities for Non-Convex Mixed-Integer Quadratic Programs
GALLI, LAURA;
2011
Abstract
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.File in questo prodotto:
Eventuali allegati, non sono esposti
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
