Questions tagged [reformulation-linearization]

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Cases where RLT/SDP relaxation does not work well with standard quadratic optimization

(For people who don't know what RLT is): I am maximizing an indefinite quadratic function over a standard simplex, i.e., the standard quadratic optimization problem. A well-known approach is to relax ...
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Addressing Variable Multiplication in Constrained Infinity-Norm Maximization with Hypercube & Polyhedron Constraints

I am reaching out to this knowledgeable community for assistance with a complex optimization problem that I have been investigating. Here is the formulation of the problem I'm addressing: \tag{1} \...
1 vote
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How to force a bounded relationship to "become redundant" or "not needed"?

As an engineer who is currently working with some optimization problem I am currently running into a difficult reformulation problem. Here $a$ is a binary decision variable, $\phi \in [0,1]$ and $d$ ...
1 vote
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Convex quadratic maximization over cartesian product of simplices

Suppose we are maximizing $f(x^1,\ldots,x^t)= \begin{bmatrix}{x^1}^\top & \ldots & {x^t}^\top \end{bmatrix}^\top Q \begin{bmatrix}{x^1}^\top & \ldots & {x^t}^\top \end{bmatrix}$ ...
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Consider the following QP problem, where the matrix $Q$ is positive definite: \begin{align*} \max_{x} \quad & x^\top Qx + c^\top x \\ \text{s.t.} \quad & Ax \geq b, \\ & ...