Faster, but weaker, relaxations for quadratically constrained quadratic programs
DOI10.1007/S10589-013-9618-8zbMATH Open1303.90077OpenAlexW2139767903MaRDI QIDQ742292FDOQ742292
Samuel Burer, Masakazu Kojima, Sunyoung Kim
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
difference of convexsemidefinite programmingsecond-order cone programmingnonconvex quadratic programming
Quadratic programming (90C20) Nonconvex programming, global optimization (90C26) Semidefinite programming (90C22)
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Cited In (15)
- 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
- Successive Lagrangian relaxation algorithm for nonconvex quadratic optimization
- A low-dimensional SDP relaxation based spatial branch and bound method for nonconvex quadratic programs
- Sustainable two stage supply chain management: a quadratic optimization approach with a quadratic constraint
- A simultaneous diagonalization based SOCP relaxation for convex quadratic programs with linear complementarity constraints
- Copositive Relaxation Beats Lagrangian Dual Bounds in Quadratically and Linearly Constrained Quadratic Optimization Problems
- 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
- A new spatial branch and bound algorithm for quadratic program with one quadratic constraint and linear constraints
- (Global) optimization: historical notes and recent developments
- The Convex Hull of a Quadratic Constraint over a Polytope
- A simultaneous diagonalization based SOCP relaxation for portfolio optimization with an orthogonality constraint
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