Publications of Claudio Gentile

This page shows all publications that appeared in the IASI annual research reports. Authors currently affiliated with the Institute are always listed with the full name.

You can browse through them using either the links of the following line or those associated with author names.

Show all publications of the year  2016, with author Gentile C., in the category IASI Research Reports (or show them all):


IASI Research Report n. 16-10    

Frangioni A., Claudio Gentile, Hungerford J.

Decompositions of Semidefinite Matrices and the Perspective Reformulation of Nonseparable Quadratic Programs

ABSTRACT
We study the problem of (approximately) decomposing the hessian matrix of a Mixed-Integer Convex Quadratic Program with semicontinuous variables as the sum of positive semidefinite 2 x 2 matrices. Solving this problem can enable the use of Perspective Reformulation techniques for obtaining strong lower bounds for the MICQP. We discuss two exact SDP approaches for finding an approximate decomposition, we characterize the set of matrices that have an exact decomposition, and we use the characterization to devise efficient heuristics for obtaining 2 x 2 decompositions. We present preliminary results on the bound strength for Portfolio Optimization problems, showing that for some classes of problems the use of 2 x 2 matrices can significantly improve the quality of the bound w.r.t. the best previously known approach, although at a possibly high computational cost.
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