Convex Relaxations of (0, 1)-Quadratic Programming
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DOI10.1287/MOOR.20.3.550zbMATH Open0845.90089OpenAlexW2103574112MaRDI QIDQ4864871FDOQ4864871
Authors: Svatopluk Poljak, Henry Wolkowicz
Publication date: 16 September 1996
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/1d9df42b9fb884152dc59141cb9426a8176ad016
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- Best ellipsoidal relaxation to solve a nonconvex problem.
- On the gap between the quadratic integer programming problem and its semidefinite relaxation
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- A global continuation algorithm for solving binary quadratic programming problems
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- On solving trust-region and other regularised subproblems in optimization
- Lifted polymatroid inequalities for mean-risk optimization with indicator variables
- Nonconvex quadratically constrained quadratic programming: Best D.C. Decompositions and their SDP representations
- Convex reformulation for binary quadratic programming problems via average objective value maximization
- A continuation approach for solving binary quadratic program based on a class of NCP-functions
- Using a mixed integer quadratic programming solver for the unconstrained quadratic \(0-1\) problem
- Convex relaxations for nonconvex quadratically constrained quadratic programming: matrix cone decomposition and polyhedral approximation
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- On convex relaxations for quadratically constrained quadratic programming
- Strong formulations for quadratic optimization with M-matrices and indicator variables
- On duality gap in binary quadratic programming
- New bounds on the unconstrained quadratic integer programming problem
- On convex relaxations of quadrilinear terms
- Exactness criteria for SDP-relaxations of quadratic extremum problems
- A recipe for semidefinite relaxation for \((0,1)\)-quadratic programming
- On the indefinite quadratic bilevel programming problem.
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