Gap inequalities for non‐convex mixed‐integer quadratic programs

Gap inequalities for non‐convex mixed‐integer quadratic programs

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Article ID: iaor20119270
Volume: 39
Issue: 5
Start Page Number: 297
End Page Number: 300
Publication Date: Sep 2011
Journal: Operations Research Letters
Authors: , ,
Keywords: programming: integer, programming: convex
Abstract:

The gap inequalities form a very general class of cutting planes for the max‐cut problem. We extend them to the case of non‐convex mixed‐integer quadratic programs. Our inequalities dominate some inequalities arising from a natural semidefinite relaxation.

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