Galli, L and Letchford, A. N. (2011) Reformulating mixed-integer quadratically constrained quadratic programs. Working Paper. The Department of Management Science, Lancaster University.
Abstract
It is well known that semidefinite programming (SDP) can be used to derive useful relaxations for a variety of optimisation problems. Moreover, in the particular case of mixed-integer quadratic programs, SDP has been used to reformulate problems, rather than merely relax them. The purpose of reformulation is to strengthen the continuous relaxation of the problem, while leaving the optimal solution unchanged. In this paper, we explore the possibility of extending the reformulation approach to the (much) more general case of mixed-integer quadratically constrained quadratic programs.