Article ID Journal Published Year Pages File Type
1143173 Operations Research Letters 2007 5 Pages PDF
Abstract

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.

Related Topics
Physical Sciences and Engineering Mathematics Discrete Mathematics and Combinatorics
Authors
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