New bounds for nonconvex quadratically constrained quadratic programming

被引:0
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作者
Moslem Zamani
机构
[1] Tilburg University,Department of Econometrics and Operations Research
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关键词
Quadratically constrained quadratic programming; Semidefinite relaxation; Reformulation-linearization technique;
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摘要
In this paper, we study some bounds for nonconvex quadratically constrained quadratic programs (QCQPs). We propose two types of bounds for QCQPs, quadratic and cubic bounds. We use affine functions as Lagrange multipliers for quadratic bounds. We demonstrate that most semidefinite relaxations can be obtained as the dual of a quadratic bound. In addition, we study bounds obtained by changing the ground set. For cubic bounds, in addition to affine multipliers we employ quadratic functions. We provide a comparison between the proposed cubic bound and typical bounds for standard quadratic programs. Moreover, we report comparison results of some quadratic and cubic bounds.
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页码:595 / 613
页数:18
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