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Perspective Reformulations of Semicontinuous Quadratically Constrained Quadratic Programs

Author

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  • Xiaojin Zheng

    (School of Economics and Management, Tongji University, 200092 Shanghai, People’s Republic of China)

  • Yutong Pan

    (School of Economics and Management, Tongji University, 200092 Shanghai, People’s Republic of China)

  • Zhaolin Hu

    (School of Economics and Management, Tongji University, 200092 Shanghai, People’s Republic of China)

Abstract

We study perspective reformulations (PRs) of semicontinuous quadratically constrained quadratic programs (SQCQPs) in this paper. Based on perspective functions, we first propose a class of PRs for SQCQPs and discuss how to find the best PR in this class via strong duality and lifting techniques. We then study the properties of the PR class and relate them to alternative formulations that are used to derive lower bounds for SQCQPs. Finally, we embed the PR bounds in branch-and-bound algorithms and conduct computational experiments to illustrate the effectiveness of the proposed approach.

Suggested Citation

  • Xiaojin Zheng & Yutong Pan & Zhaolin Hu, 2021. "Perspective Reformulations of Semicontinuous Quadratically Constrained Quadratic Programs," INFORMS Journal on Computing, INFORMS, vol. 33(1), pages 163-179, January.
    • Handle: RePEc:inm:orijoc:v:33:y:2021:i:1:p:163-179
    DOI: 10.1287/ijoc.2019.0925
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    References listed on IDEAS

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