Linear Programming Relaxations of Quadratically Constrained Quadratic Programs
journal contributionposted on 01.02.1999 by Pietro Belotti, Francois Margot, Andrea Qualizza
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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