Semidefinite Programming versus the Reformulation-Linearization Technique for Nonconvex Quadratically Constrained Quadratic Programming

Kurt M. Anstreicher(kurt-anstreicheruiowa.edu)

Abstract: We consider relaxations for nonconvex quadratically constrained quadratic programming (QCQP) based on semidefinite programming (SDP) and the reformulation-linearization technique (RLT). From a theoretical standpoint we show that the addition of a semidefiniteness condition removes a substantial portion of the feasible region corresponding to product terms in the RLT relaxation. On test problems we show that the use of SDP and RLT constraints together can produce bounds that are substantially better than either technique used alone. For highly symmetric problems we also consider the effect of symmetry-breaking based on tightened bounds on variables and/or order constraints.

Keywords: Semidefinite Programming, Reformulation-Linearization Technique, Quadratically Constrained Quadratic Programming

Category 1: Global Optimization (Theory )

Category 2: Linear, Cone and Semidefinite Programming (Semi-definite Programming )

Citation: Dept. of Management Sciences, University of Iowa, May 2007

Download: [PDF]

Entry Submitted: 05/07/2007
Entry Accepted: 05/07/2007
Entry Last Modified: 05/07/2007

Modify/Update this entry