Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1143173 | Operations Research Letters | 2007 | 5 Pages |
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
Antonio Frangioni, Claudio Gentile,