Convex relaxations of non-convex mixed integer quadratically constrained programs: extended formulations

@article{Saxena2010ConvexRO,
  title={Convex relaxations of non-convex mixed integer quadratically constrained programs: extended formulations},
  author={Anureet Saxena and Pierre Bonami and Jon Lee},
  journal={Mathematical Programming},
  year={2010},
  volume={124},
  pages={383-411}
}
This paper addresses the problem of generating strong convex relaxations of Mixed Integer Quadratically Constrained Programming (MIQCP) problems. MIQCP problems are very difficult because they combine two kinds of non- convexities: integer variables and non-convex quadratic constraints. To produce strong relaxations of MIQCP problems, we use techniques from disjunctive programming and the lift-and-project methodology. In particular, we propose new methods for generating valid inequalities from… 

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