On linear conic relaxation of discrete quadratic programs
DOI10.1080/10556788.2015.1134528zbMATH Open1355.90050OpenAlexW2339283167WikidataQ57431157 ScholiaQ57431157MaRDI QIDQ2829559FDOQ2829559
Authors: Tiantian Nie, Shu-Cherng Fang, Zhibin Deng, John E. Lavery 
Publication date: 8 November 2016
Published in: Optimization Methods \& Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10556788.2015.1134528
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Cites Work
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- A semidefinite programming approach to the quadratic knapsack problem
- Using a mixed integer quadratic programming solver for the unconstrained quadratic \(0-1\) problem
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- On the gap between the quadratic integer programming problem and its semidefinite relaxation
- On duality gap in binary quadratic programming
- Lower bound improvement and forcing rule for quadratic binary programming
- Global extremal conditions for multi-integer quadratic programming
- Duality gap estimation of linear equality constrained binary quadratic programming
- Construction of test problems in quadratic bivalent programming
- Conic approximation to nonconvex quadratic programming with convex quadratic constraints
Cited In (6)
- On the discrete linear quadratic minimum-time problem
- Structured linear reformulation of binary quadratically constrained quadratic programs
- Mining for diamonds -- matrix generation algorithms for binary quadratically constrained quadratic problems
- On convex relaxations for quadratically constrained quadratic programming
- Using \(\mathrm{DRL}^*\) relaxations for quadratically constrained pseudoboolean optimization: application to robust Min-Cut
- On convex relaxations of quadrilinear terms
Uses Software
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