Valid inequalities for quadratic optimisation with domain constraints

DOI10.1016/J.DISOPT.2021.100661MaRDI QIDQ2234747zbMATH OpenOpenAlexFDO

Authors Laura Galli, Adam N. Letchford

Publication date 19 October 2021

Published in Discrete Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.disopt.2021.100661

zbMATH Keywords

cutting planesmixed-integer nonlinear programmingglobal optimisation

Mathematics Subject Classification ID

Quadratic programming (90C20) Portfolio theory (91G10) Integer programming (90C10) Mixed integer programming (90C11)

Recommendations

• On nonconvex quadratic programming with box constraints
• On valid inequalities for quadratic programming with continuous variables and binary indicators
• A polyhedral study of nonconvex quadratic programs with box constraints
• Convex hull of two quadratic or a conic quadratic and a quadratic inequality
• Integer quadratic quasi-polyhedra

Cites work

• scientific article; zbMATH DE number 193411 (Why is no real title available?)
• scientific article; zbMATH DE number 1057696 (Why is no real title available?)
• A Tight Linearization and an Algorithm for Zero-One Quadratic Programming Problems
• A polyhedral approach for nonconvex quadratic programming problems with box constraints
• A recipe for semidefinite relaxation for \((0,1)\)-quadratic programming
• Algorithms and Software for Convex Mixed Integer Nonlinear Programs
• Computability of global solutions to factorable nonconvex programs: Part I — Convex underestimating problems
• Computable representations for convex hulls of low-dimensional quadratic forms
• Computational study of a family of mixed-integer quadratic programming problems
• Convex relaxations of non-convex mixed integer quadratically constrained programs: Extended formulations
• Cut-Polytopes, Boolean Quadric Polytopes and Nonnegative Quadratic Pseudo-Boolean Functions
• Extending the QCR method to general mixed-integer programs
• Gap inequalities for non-convex mixed-integer quadratic programs
• Geometry of cuts and metrics
• Heuristics for cardinality constrained portfolio optimization
• Large-Scale Portfolio Optimization
• Mixed integer nonlinear programming tools: an updated practical overview
• On a positive semidefinite relaxation of the cut polytope
• On nonconvex quadratic programming with box constraints
• On the Facial Structure of the Set of Correlation Matrices
• On the cone of positive semidefinite matrices
• On the separation of split inequalities for non-convex quadratic integer programming
• Perspective cuts for a class of convex 0-1 mixed integer programs
• Recent advances in mathematical programming with semi-continuous variables and cardinality constraint
• Semidefinite relaxations for non-convex quadratic mixed-integer programming
• Technical Note—A Note on Zero-One Programming
• Technical Note—Converting the 0-1 Polynomial Programming Problem to a 0-1 Linear Program
• The Boolean quadratic polytope: Some characteristics, facets and relatives
• The MILP road to MIQCP
• The ellipsoid method and its consequences in combinatorial optimization
• Unbounded convex sets for non-convex mixed-integer quadratic programming
• Zur effektiven Lösung von booleschen, quadratischen Optimierungsproblemen

Cited in

(2)

• New and old bounds for standard quadratic optimization: dominance, equivalence and incomparability
• Valid inequalities for separable concave constraints with indicator variables

This page was built for publication: Valid inequalities for quadratic optimisation with domain constraints

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2234747)