Faster, but weaker, relaxations for quadratically constrained quadratic programs
From MaRDI portal
Publication:742292
DOI10.1007/S10589-013-9618-8zbMATH Open1303.90077OpenAlexW2139767903MaRDI QIDQ742292FDOQ742292
Authors: Samuel Burer, Sunyoung Kim, Masakazu Kojima 
Publication date: 18 September 2014
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-013-9618-8
Recommendations
- Convex relaxations for nonconvex quadratically constrained quadratic programming: matrix cone decomposition and polyhedral approximation
- A new SOCP relaxation of nonconvex quadratic programming problems with a few negative eigenvalues
- Convex quadratic relaxations of nonconvex quadratically constrained quadratic programs
- Second order cone constrained convex relaxations for nonconvex quadratically constrained quadratic programming
- Semidefinite relaxations for quadratically constrained quadratic programming: A review and comparisons
difference of convexsemidefinite programmingsecond-order cone programmingnonconvex quadratic programming
Quadratic programming (90C20) Nonconvex programming, global optimization (90C26) Semidefinite programming (90C22)
Cites Work
- A nonlinear programming algorithm for solving semidefinite programs via low-rank factorization
- Solving Max-cut to optimality by intersecting semidefinite and polyhedral relaxations
- A Newton-CG augmented Lagrangian method for semidefinite programming
- A Spectral Bundle Method for Semidefinite Programming
- Global optimization with polynomials and the problem of moments
- Cones of Matrices and Set-Functions and 0–1 Optimization
- Exploiting group symmetry in semidefinite programming relaxations of the quadratic assignment problem
- Positive definite completions of partial Hermitian matrices
- Improved approximation algorithms for maximum cut and satisfiability problems using semidefinite programming
- Exploiting sparsity in semidefinite programming via matrix completion. I: General framework
- A reformulation-linearization technique for solving discrete and continuous nonconvex problems
- Nonconvex quadratically constrained quadratic programming: Best D.C. Decompositions and their SDP representations
- Convex relaxations of non-convex mixed integer quadratically constrained programs: projected formulations
- Semidefinite programming relaxation for nonconvex quadratic programs
- Second order cone programming relaxation of nonconvex quadratic optimization problems
- Cones of Matrices and Successive Convex Relaxations of Nonconvex Sets
- Semidefinite programming and integer programming
- First- and second-order methods for semidefinite programming
- Exploiting sparsity in semidefinite programming via matrix completion. II: Implementation and numerical results
Cited In (18)
- A new SOCP relaxation of nonconvex quadratic programming problems with a few negative eigenvalues
- New bounds for nonconvex quadratically constrained quadratic programming
- Speeding up IP-based algorithms for constrained quadratic 0-1 optimization
- The convex hull of a quadratic constraint over a polytope
- Successive Lagrangian relaxation algorithm for nonconvex quadratic optimization
- A low-dimensional SDP relaxation based spatial branch and bound method for nonconvex quadratic programs
- On the tightness of SDP relaxations of QCQPs
- Sustainable two stage supply chain management: a quadratic optimization approach with a quadratic constraint
- Cutting plane generation through sparse principal component analysis
- A simultaneous diagonalization based SOCP relaxation for convex quadratic programs with linear complementarity constraints
- Cheaper relaxation and better approximation for multi-ball constrained quadratic optimization and extension
- New SOCP relaxation and branching rule for bipartite bilinear programs
- Completely positive reformulations for polynomial optimization
- Exploiting aggregate sparsity in second-order cone relaxations for quadratic constrained quadratic programming problems
- Copositive relaxation beats Lagrangian dual bounds in quadratically and linearly constrained quadratic optimization problems
- A new spatial branch and bound algorithm for quadratic program with one quadratic constraint and linear constraints
- (Global) optimization: historical notes and recent developments
- A simultaneous diagonalization based SOCP relaxation for portfolio optimization with an orthogonality constraint
Uses Software
This page was built for publication: Faster, but weaker, relaxations for quadratically constrained quadratic programs
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q742292)
