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Linear Programming Relaxations of Quadratically Constrained Quadratic Programs

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journal contribution
posted on 01.02.1999 by Pietro Belotti, Francois Margot, Andrea Qualizza
We investigate the use of linear programming tools for solving semidefinite programming relaxations of quadratically constrained quadratic problems. Classes of valid linear inequalities are presented, including sparse SDP cuts, and principal minors SDP cuts. Computational results based on instances from the literature are presented

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01/02/1999

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