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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 ...
independentvariable's user avatar
2 votes
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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} \...
Diego Fonseca's user avatar
1 vote
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Convex quadratic maximization over cartesian product of simplices

Suppose we are maximizing $f(x^1,\ldots,x^t)= \begin{bmatrix}{x^1}^\top & \ldots & {x^t}^\top \end{bmatrix}^\top Q \begin{bmatrix}{x^1}^\top & \ldots & {x^t}^\top \end{bmatrix}$ ...
independentvariable's user avatar
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Removing min operator from max objective

I am reading a paper where the authors made the following statement on page 16: I wonder why dropping the 'min' operator inside a 'max' objective function is a valid operation here. Any explanation ...
Apurba Saha's user avatar