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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.OC2021
A Graph-based Decomposition Method for Convex Quadratic Optimization with Indicators
Peijing Liu, Salar Fattahi, Andrés Gómez +1
In this paper, we consider convex quadratic optimization problems with indicator variables when the matrix defining the quadratic term in the objective is sparse. We use a grap…