2012•arXiv (Cornell University)Open access

Linear Programming Relaxations of Quadratically Constrained Quadratic Programs

Andrea Qualizza, Pietro Belotti, François Margot

Abstract

We investigate the use of linear programming tools for solving semidefinite programming relaxations of quadratically constrained quadratic problems. Classes of valid linear inequalities are presented, including sparse PSD cuts, and principal minors PSD cuts. Computational results based on instances from the literature are presented.

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Key concepts: Quadratic growth, Quadratically constrained quadratic program, Quadratic programming, Semidefinite programming, Second-order cone programming, Linear programming, Quadratic equation, Mathematical optimization