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Reformulating mixed-integer quadratically constrained quadratic programs

Research output: Working paper

Published

Publication date2011
Place of publicationLancaster University
PublisherThe Department of Management Science
Number of pages23
Original languageEnglish

Publication series

NameManagement Science Working Paper Series
PublisherLancaster University
No.7
Volume2011

Abstract

It is well known that semidefinite programming (SDP) can be used to derive useful relaxations for a variety of optimisation problems. Moreover, in the particular case of mixed-integer quadratic programs, SDP has been used to reformulate problems, rather than merely relax them. The purpose of reformulation is to strengthen the continuous relaxation of the problem, while leaving the optimal solution unchanged. In this paper, we explore the possibility of extending the reformulation approach to the (much) more general case of mixed-integer quadratically constrained quadratic programs.