A Hierarchy of SOCP-based relaxations for 0-1 Quadratic Programs

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Bibliografske podrobnosti
izdano v:IISE Annual Conference. Proceedings (2025), p. 1-7
Glavni avtor: Reddy, B Sudheer Kr
Drugi avtorji: Desai, Jitamitra
Izdano:
Institute of Industrial and Systems Engineers (IISE)
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100 1 |a Reddy, B Sudheer Kr 
245 1 |a A Hierarchy of SOCP-based relaxations for 0-1 Quadratic Programs 
260 |b Institute of Industrial and Systems Engineers (IISE)  |c 2025 
513 |a Conference Proceedings 
520 3 |a Solving a 0-1 quadratic program (a combinatorially NP-Hard problem) by converting it into an equivalent 0-1 mixed-integer linear program has been well established in the literature. Several methodologies such as the Reformulation-Linearization Technique (RLT) produce a hierarchy of ever-tightening linear programming (LP) relaxations for constructing the convex hull of the resulting 0-1 mixed-integer linear program. In this research, we add to the body of literature on hierarchical approaches by employing second-order cone programming (SOCP)-based relaxations to improve the solvability of 0-1 QPs. As with other techniques, this hierarchical procedure also generates a sequence of SOCP relaxations that ultimately converges to the convex hull of the underlying 0-1 IP but it offers many computational advantages as the number of constraints required at the kth step of this procedure is significantly lower as compared to existing methodologies, while yet retaining the strength of the underlying lower bound. We prove that this SOCP-based relaxation procedure converges to the convex hull of the 0-1 QP in n steps (where n is the number of binary variables in the problem) and furthermore, preliminary computations on several well-known instances from QPLIB are used to demonstrate the efficacy of the proposed methodology. 
653 |a Lower bounds 
653 |a Linear programming 
653 |a Mixed integer 
653 |a Integer programming 
653 |a Convexity 
653 |a Quadratic programming 
700 1 |a Desai, Jitamitra 
773 0 |t IISE Annual Conference. Proceedings  |g (2025), p. 1-7 
786 0 |d ProQuest  |t Science Database 
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