Perspective Reformulations of Semicontinuous Quadratically Constrained Quadratic Programs

DOI10.1287/ijoc.2019.0925OpenAlexW3036308539MaRDI QIDQ4995063

Yutong Pan, Zhaolin Hu, Xiao Jin Zheng

Publication date: 23 June 2021

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/ijoc.2019.0925

zbMATH Keywords

semidefinite programmingperspective reformulationquadratically constrained quadratic programsemicontinuous variable

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

Uses Software

• CVX

Cites Work

• Approximated perspective relaxations: a project and lift approach
• Mixed-integer nonlinear programs featuring ``on/off constraints
• Convex relaxations for nonconvex quadratically constrained quadratic programming: matrix cone decomposition and polyhedral approximation
• A computational comparison of reformulations of the perspective relaxation: SOCP vs. cutting planes
• Topics in semidefinite and interior-point methods
• Improving the approximated projected perspective reformulation by dual information
• Computational study of a family of mixed-integer quadratic programming problems
• Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems
• Perspective cuts for a class of convex 0-1 mixed integer programs
• Perspective reformulations of mixed integer nonlinear programs with indicator variables
• SDP diagonalizations and perspective cuts for a class of nonseparable MIQP
• Global Optimality Conditions for Quadratic Optimization Problems with Binary Constraints
• Projected Perspective Reformulations with Applications in Design Problems
• Improving the Performance of MIQP Solvers for Quadratic Programs with Cardinality and Minimum Threshold Constraints: A Semidefinite Program Approach
• Portfolio Selection with Robust Estimation
• Solving Nonlinear Single-Unit Commitment Problems with Ramping Constraints
• Robust Solutions of Uncertain Quadratic and Conic-Quadratic Problems
• Semidefinite Programming
• Decompositions of Semidefinite Matrices and the Perspective Reformulation of Nonseparable Quadratic Programs
• Quadratic Convex Reformulations for Semicontinuous Quadratic Programming
• Semidefinite relaxations of fractional programs via novel convexification techniques

This page was built for publication: Perspective Reformulations of Semicontinuous Quadratically Constrained Quadratic Programs