Questions tagged [relaxation]

For questions related to optimization problems that are obtained from other optimization problems by increasing the feasible region, typically by removing one or more constraints or changing their right-hand sides.

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SDP relaxation with greater-than and less-than inequalities at the same time

I am dealing with the following nonconvex fractional quadratic optimization problem \begin{align} & \min_{\boldsymbol{x}} && \max_{t \in \mathcal{T}} \frac{\boldsymbol{a}_t^T \boldsymbol{...
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how to convert type of variable in CPLEX

I have an Integer Linear Problem which is solved quickly when I change my variable type to double. now I'm developing a fix and relax algorithm and I used conversion to change data type which takes a ...