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Tight compact extended relaxations for nonconvex quadratic programming problems with box constraints

Sven de Vries (devries***at***uni-trier.de)
Bernd Perscheid (perscheid***at***uni-trier.de)

Abstract: Cutting planes from the Boolean Quadric Polytope (BQP) can be used to reduce the optimality gap of the NP-hard nonconvex quadratic program with box constraints (BoxQP). It is known that all cuts of the Chvátal-Gomory closure of the BQP are A-odd cycle inequalities. We obtain a compact extended relaxation of all A-odd cycle inequalities, which permits to optimize over the Chvátal-Gomory closure without repeated calls to separation algorithms. In a computational study, we verify the strength of this relaxation and show that we can provide very strong bounds for the BoxQP, even with a plain linear program.

Keywords: Nonconvex quadratic programming, Linear relaxation, Chvátal-Gomory closure, Extended formulation

Category 1: Integer Programming ((Mixed) Integer Nonlinear Programming )

Category 2: Nonlinear Optimization (Quadratic Programming )

Category 3: Combinatorial Optimization (Graphs and Matroids )

Citation:

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Entry Submitted: 09/05/2019
Entry Accepted: 09/05/2019
Entry Last Modified: 09/06/2019

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