The equivalence of optimal perspective formulation and Shor's SDP for quadratic programs with indicator variables
arXiv:2112.04618 · doi:10.1016/j.orl.2022.01.007
Abstract
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.
arXiv admin note: substantial text overlap with arXiv:2004.07448