Perspective Reformulations of Semicontinuous Quadratically Constrained Quadratic Programs

descriptionPublicationkeyboard_double_arrow_right Article 01 Jan 2021 English Publisher:Institute for Operations Research and the Management Sciences (INFORMS)Journal:INFORMS Journal on Computing, volume 33, pages 163-179 (issn: 1091-9856, eissn: 1526-5528,

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Authors: Xiaojin Zheng; Yutong Pan; Zhaolin Hu;

doi: 10.1287/ijoc.2019.0925

Perspective Reformulations of Semicontinuous Quadratically Constrained Quadratic Programs

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Abstract

We study perspective reformulations (PRs) of semicontinuous quadratically constrained quadratic programs (SQCQPs) in this paper. Based on perspective functions, we first propose a class of PRs for SQCQPs and discuss how to find the best PR in this class via strong duality and lifting techniques. We then study the properties of the PR class and relate them to alternative formulations that are used to derive lower bounds for SQCQPs. Finally, we embed the PR bounds in branch-and-bound algorithms and conduct computational experiments to illustrate the effectiveness of the proposed approach.

Related Organizations

Tongji University
China (People's Republic of)

Keywords

semicontinuous variable, quadratically constrained quadratic program, Mixed integer programming, Semidefinite programming, Quadratic programming, perspective reformulation, semidefinite programming

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