The equivalence of optimal perspective formulation and Shor's SDP for quadratic programs with indicator variables

The equivalence of optimal perspective formulation and Shor's SDP for quadratic programs with indicator variables

In this paper, we compare the strength of the optimal perspective reformulation and Shor's SDP relaxation. We prove these two formulations are equivalent for quadratic optimization problems with indicator variables.

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Veröffentlicht in:arXiv.org 2021-12
Hauptverfasser: Han, Shaoning, Gómez, Andrés, Atamtürk, Alper
Format: Artikel
Sprache:eng
Schlagworte:
Equivalence
Mathematics - Optimization and Control
Optimization
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Zusammenfassung:In this paper, we compare the strength of the optimal perspective reformulation and Shor's SDP relaxation. We prove these two formulations are equivalent for quadratic optimization problems with indicator variables.
ISSN:2331-8422
DOI:10.48550/arxiv.2112.04618