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

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.