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math.OC2021
Lifting convex inequalities for bipartite bilinear programs
Xiaoyi Gu, Santanu S. Dey, Jean-Philippe P. Richard
The goal of this paper is to derive new classes of valid convex inequalities for quadratically constrained quadratic programs (QCQPs) through the technique of lifting. Our first ma…
math.OC2019
Exact Augmented Lagrangian Duality for Mixed Integer Quadratic Programming
Xiaoyi Gu, Shabbir Ahmed, Santanu S. Dey
Mixed integer quadratic programming (MIQP) is the problem of minimizing a convex quadratic function over mixed integer points in a rational polyhedron. This paper focuses on the au…