Semidefinite programming versus the reformulation-linearization technique for nonconvex quadratically constrained quadratic programming

被引:150
|
作者
Anstreicher, Kurt M. [1 ]
机构
[1] Univ Iowa, Dept Management Sci, Tippie Coll Business, Iowa City, IA 52242 USA
关键词
Semidefinite programming; Reformulation-linearization technique; Quadratically constrained quadratic programming; OPTIMIZATION; RELAXATIONS; ALGORITHM;
D O I
10.1007/s10898-008-9372-0
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
We consider relaxations for nonconvex quadratically constrained quadratic programming (QCQP) based on semidefinite programming (SDP) and the reformulation-linearization technique (RLT). From a theoretical standpoint we show that the addition of a semidefiniteness condition removes a substantial portion of the feasible region corresponding to product terms in the RLT relaxation. On test problems we show that the use of SDP and RLT constraints together can produce bounds that are substantially better than either technique used alone. For highly symmetric problems we also consider the effect of symmetry-breaking based on tightened bounds on variables and/or order constraints.
引用
下载
收藏
页码:471 / 484
页数:14
相关论文
共 50 条
  • [41] Convex relaxations for nonconvex quadratically constrained quadratic programming: matrix cone decomposition and polyhedral approximation
    Zheng, Xiao Jin
    Sun, Xiao Ling
    Li, Duan
    MATHEMATICAL PROGRAMMING, 2011, 129 (02) : 301 - 329
  • [42] Nonconvex quadratically constrained quadratic programming: best D.C. decompositions and their SDP representations
    Zheng, X. J.
    Sun, X. L.
    Li, D.
    JOURNAL OF GLOBAL OPTIMIZATION, 2011, 50 (04) : 695 - 712
  • [43] Convex relaxations for nonconvex quadratically constrained quadratic programming: matrix cone decomposition and polyhedral approximation
    Xiao Jin Zheng
    Xiao Ling Sun
    Duan Li
    Mathematical Programming, 2011, 129 : 301 - 329
  • [44] Nonconvex quadratically constrained quadratic programming: best D.C. decompositions and their SDP representations
    X. J. Zheng
    X. L. Sun
    D. Li
    Journal of Global Optimization, 2011, 50 : 695 - 712
  • [45] A simultaneous diagonalization-based quadratic convex reformulation for nonconvex quadratically constrained quadratic program
    Zhou, Jing
    Chen, Shenghong
    Yu, Siying
    Tian, Ye
    OPTIMIZATION, 2022, 71 (09) : 2529 - 2545
  • [46] Semidefinite programming relaxations through quadratic reformulation for box-constrained polynomial optimization problems
    Elloumi, Sourour
    Lambert, Amelie
    Lazare, Arnaud
    2019 6TH INTERNATIONAL CONFERENCE ON CONTROL, DECISION AND INFORMATION TECHNOLOGIES (CODIT 2019), 2019, : 1498 - 1503
  • [47] SOLVING CONIC QUADRATICALLY CONSTRAINED QUADRATIC PROGRAMMING PROBLEMS
    Jin, Qingwei
    Fang, Shu-Cherng
    Lu, Cheng
    Xing, Wenxun
    PACIFIC JOURNAL OF OPTIMIZATION, 2014, 10 (03): : 503 - 516
  • [48] GENERALIZED QUADRATICALLY CONSTRAINED QUADRATIC PROGRAMMING FOR SIGNAL PROCESSING
    Khabbazibasmenj, Arash
    Vorobyov, Sergiy A.
    2014 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH AND SIGNAL PROCESSING (ICASSP), 2014,
  • [49] A new convex relaxation for quadratically constrained quadratic programming
    Wu, Duzhi
    Hu, Aiping
    Zhou, Jie
    Wu, Songlin
    FILOMAT, 2013, 27 (08) : 1511 - 1521
  • [50] A level-2 reformulation-linearization technique bound for the quadratic assignment problem
    Adams, Warren P.
    Guignard, Monique
    Hahn, Peter M.
    Hightower, William L.
    EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2007, 180 (03) : 983 - 996