We present a new approach, requiring the solution of a SemiDefinite Program, for decomposing the Hessian of a nonseparable Mixed-Integer Quadratic problem to permit using perspective cuts to improve its continuous relaxation bound. The new method favorably compares with a previously proposed one requiring a minimum eigenvalue computation.
SDP diagonalizations and perspective cuts for a class of nonseparable MIQP
Frangioni A;Gentile C
2007
Abstract
We present a new approach, requiring the solution of a SemiDefinite Program, for decomposing the Hessian of a nonseparable Mixed-Integer Quadratic problem to permit using perspective cuts to improve its continuous relaxation bound. The new method favorably compares with a previously proposed one requiring a minimum eigenvalue computation.File in questo prodotto:
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