[Lam18] Valid inequalities for QCQPs
Conférence Internationale avec comité de lecture :
ISMP 18,
July 2018,
pp.1-1,
Bordeaux,
France,
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.