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math.OC2024
Polyhedral Analysis of Quadratic Optimization Problems with Stieltjes Matrices and Indicators
Peijing Liu, Alper Atamtürk, Andrés Gómez +1
In this paper, we consider convex quadratic optimization problems with indicators on the continuous variables. In particular, we assume that the Hessian of the quadratic term is a…
math.OC2020★ 5 cited
2x2 convexifications for convex quadratic optimization with indicator variables
Shaoning Han, Andrés Gómez, Alper Atamtürk
In this paper, we study the convex quadratic optimization problem with indicator variables. For the bivariate case, we describe the convex hull of the epigraph in the original spac…