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

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.
Galli, Laura; Kaparis, Konstantinos; Letchford, Adam
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11568/457071
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