Laurent and Poljak introduced a very general class of valid linear inequalities, called gap inequalities, for the max-cut problem. We show that an analogous class of inequalities can be defined for general nonconvex mixed-integer quadratic programs. These inequalities dominate some inequalities arising from a natural semidefinite relaxation.
Gap inequalities for non-convex mixed-integer quadratic programs
GALLI, LAURA;
2011-01-01
Abstract
Laurent and Poljak introduced a very general class of valid linear inequalities, called gap inequalities, for the max-cut problem. We show that an analogous class of inequalities can be defined for general nonconvex mixed-integer quadratic programs. These inequalities dominate some inequalities arising from a natural semidefinite relaxation.File in questo prodotto:
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