Title
On linear conic relaxation of discrete quadratic programs
Abstract
AbstractA special reformulation-linearization technique based linear conic relaxation is proposed for discrete quadratic programming DQP. We show that the proposed relaxation is tighter than the traditional positive semidefinite programming relaxation. More importantly, when the proposed relaxation problem has an optimal solution with rank one or two, optimal solutions to the original DQP problem can be explicitly generated. This rank-two property is further extended to binary quadratic optimization problems and linearly constrained DQP problems. Numerical results indicate that the proposed relaxation is capable of providing high quality and robust lower bounds for DQP.
Year
DOI
Venue
2016
10.1080/10556788.2015.1134528
Periodicals
Keywords
Field
DocType
discrete quadratic program,linear conic relaxation,RLT method
Discrete mathematics,Mathematical optimization,Positive-definite matrix,Quadratic equation,Quadratic programming,Lagrangian relaxation,Conic section,Mathematics,Binary number
Journal
Volume
Issue
ISSN
31
4
1055-6788
Citations 
PageRank 
References 
1
0.36
15
Authors
4
Name
Order
Citations
PageRank
Tiantian Nie110.36
Shu-Cherng Fang2115395.41
Zhibin Deng3123.63
John E. Lavery410115.97