| Article ID: | iaor20082004 |
| Country: | Netherlands |
| Volume: | 35 |
| Issue: | 2 |
| Start Page Number: | 181 |
| End Page Number: | 185 |
| Publication Date: | Mar 2007 |
| Journal: | Operations Research Letters |
| Authors: | Frangioni Antonio, Gentile Claudio |
| Keywords: | programming: quadratic |
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.