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[Lam18] Valid inequalities for QCQPs

Conférence Internationale avec comité de lecture : ISMP 18, July 2018, pp.1-1, Bordeaux, France,

Auteurs: A. Lambert

Mots clés: Quadrtically Constrained Quadratic Programming, Semidefinite Programming, Reformulations, experiments

Résumé: We consider the solution of mixed-integer quadratically constrained programs programs (QCQP). In our algorithm, we introduce valid inequalities, that we seperate during a convexification process. This convex formulation is then used within a spatial B&B. As expected, the valid inequalities improve the gap at the root node of the spatial B&B, and by construction, they favorably impact the behavior of the whole algorithm.

BibTeX

@inproceedings {
Lam18,
title="{Valid inequalities for QCQPs}",
author=" A. Lambert ",
booktitle="{ISMP 18}",
year=2018,
month="July",
pages="1-1",
address="Bordeaux, France",
}