Perspective Reformulations of Semicontinuous Quadratically Constrained Quadratic Programs

Xiaojin Zheng (), Yutong Pan () and Zhaolin Hu ()
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Xiaojin Zheng: School of Economics and Management, Tongji University, 200092 Shanghai, People’s Republic of China
Yutong Pan: School of Economics and Management, Tongji University, 200092 Shanghai, People’s Republic of China
Zhaolin Hu: School of Economics and Management, Tongji University, 200092 Shanghai, People’s Republic of China

INFORMS Journal on Computing, 2021, vol. 33, issue 1, 163-179

Abstract: We study perspective reformulations (PRs) of semicontinuous quadratically constrained quadratic programs (SQCQPs) in this paper. Based on perspective functions, we first propose a class of PRs for SQCQPs and discuss how to find the best PR in this class via strong duality and lifting techniques. We then study the properties of the PR class and relate them to alternative formulations that are used to derive lower bounds for SQCQPs. Finally, we embed the PR bounds in branch-and-bound algorithms and conduct computational experiments to illustrate the effectiveness of the proposed approach.

Keywords: semicontinuous variable; quadratically constrained quadratic program; perspective reformulation; semidefinite programming (search for similar items in EconPapers)
Date: 2021
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:inm:orijoc:v:33:y:2021:i:1:p:163-179

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