Polyhedral properties of RLT relaxations of nonconvex quadratic programs and their implications on exact relaxations

被引:1
|
作者
Qiu, Yuzhou [1 ]
Yildirim, E. Alper [1 ]
机构
[1] Univ Edinburgh, Sch Math, Peter Guthrie Tait Rd, Edinburgh EH9 3FD, Scotland
关键词
Quadratic programming; Reformulation linearization technique; RLT relaxation; Exact relaxation; BRANCH; BOUNDS;
D O I
10.1007/s10107-024-02070-7
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
We study linear programming relaxations of nonconvex quadratic programs given by the reformulation-linearization technique (RLT), referred to as RLT relaxations. We investigate the relations between the polyhedral properties of the feasible regions of a quadratic program and its RLT relaxation. We establish various connections between recession directions, boundedness, and vertices of the two feasible regions. Using these properties, we present a complete description of the set of instances that admit an exact RLT relaxation. We then give a thorough discussion of how our results can be converted into simple algorithmic procedures to construct instances of quadratic programs with exact, inexact, or unbounded RLT relaxations.
引用
收藏
页码:397 / 433
页数:37
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