Perspective Reformulations of Semicontinuous Quadratically Constrained Quadratic Programs

DOI10.1287/IJOC.2019.0925MaRDI QIDQ4995063zbMATH OpenOpenAlexFDO

Authors Yutong Pan, Zhaolin Hu, X. J. Zheng

Publication date 23 June 2021

Published in INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/ijoc.2019.0925

zbMATH Keywords

perspective reformulationquadratically constrained quadratic programsemicontinuous variablesemidefinite programming

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

Recommendations

• Quadratic convex reformulations for semicontinuous quadratic programming
• Tighter quadratically constrained convex reformulations for semi-continuous quadratic programming
• Quadratic convex reformulations for quadratic 0-1 programming
• Semidefinite programming versus the reformulation-linearization technique for nonconvex quadratically constrained quadratic programming
• scientific article; zbMATH DE number 7152114
• scientific article; zbMATH DE number 1381038
• A reformulation-convexification approach for solving nonconvex quadratic programming problems
• Decompositions of semidefinite matrices and the perspective reformulation of nonseparable quadratic programs
• Exact quadratic convex reformulations of mixed-integer quadratically constrained problems
• Quasi-convex programming revisited

Cites work

• A computational comparison of reformulations of the perspective relaxation: SOCP vs. cutting planes
• Approximated perspective relaxations: a project and lift approach
• Computational study of a family of mixed-integer quadratic programming problems
• Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems
• Convex relaxations for nonconvex quadratically constrained quadratic programming: matrix cone decomposition and polyhedral approximation
• Decompositions of semidefinite matrices and the perspective reformulation of nonseparable quadratic programs
• Global optimality conditions for quadratic optimization problems with binary constraints
• Improving the approximated projected perspective reformulation by dual information
• Improving the performance of MIQP solvers for quadratic programs with cardinality and minimum threshold constraints: a semidefinite program approach
• Mixed-integer nonlinear programs featuring ``on/off constraints
• Perspective cuts for a class of convex 0-1 mixed integer programs
• Perspective reformulations of mixed integer nonlinear programs with indicator variables
• Portfolio selection with robust estimation
• Projected perspective reformulations with applications in design problems
• Quadratic convex reformulations for semicontinuous quadratic programming
• Robust Solutions of Uncertain Quadratic and Conic-Quadratic Problems
• SDP diagonalizations and perspective cuts for a class of nonseparable MIQP
• Semidefinite Programming
• Semidefinite relaxations of fractional programs via novel convexification techniques
• Solving Nonlinear Single-Unit Commitment Problems with Ramping Constraints
• Topics in semidefinite and interior-point methods

Cited in

(1)

• An exact algorithm for a cardinality-constrained index tracking model considering investment preferences in portfolio optimization

Describes a project that uses

Uses Software

• CVX

This page was built for publication: Perspective Reformulations of Semicontinuous Quadratically Constrained Quadratic Programs

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4995063)