Lancaster EPrints

Gap inequalities for non-convex mixed-integer quadratic programs

Galli, Laura and Kaparis, Konstantinos and Letchford, A N (2011) Gap inequalities for non-convex mixed-integer quadratic programs. Operations Research Letters, 39 (5). pp. 297-300. ISSN 0167-6377

[img]
Preview
PDF (Gap inequalities for non-convex mixed-integer quadratic programs) - Draft Version
Download (220Kb) | Preview

    Abstract

    Laurent and Poljak introduced a very general class of valid linear inequalities, called gap inequalities, for the max-cut problem. We show that an analogous class of inequalities can be defined for general non-convex mixed-integer quadratic programs. These inequalities dominate some inequalities arising from a natural semidefinite relaxation.

    Item Type: Article
    Journal or Publication Title: Operations Research Letters
    Uncontrolled Keywords: max-cut problem ; mixed-integer nonlinear programming ; polyhedral combinatorics
    Subjects: H Social Sciences > HB Economic Theory
    Departments: Lancaster University Management School > Management Science
    ID Code: 49607
    Deposited By: ep_importer_pure
    Deposited On: 07 Sep 2011 15:13
    Refereed?: Yes
    Published?: Published
    Last Modified: 09 Apr 2014 22:40
    Identification Number:
    URI: http://eprints.lancs.ac.uk/id/eprint/49607

    Actions (login required)

    View Item