Research on a second-order cone reformulating problem of CDT problem
首发时间:2019-03-19
Abstract:In this paper, we study a class of CDT problem with two quadratic constraints, one of which is the unit ball constraint and the other is the ellipsoid constraint. Select the appropriate hyperplane through the optimal line segment, without dividing the feasible region. In the case of the second-order cone recombination technique and the SDP relaxation method, the necessary and sufficient conditions for the existence of the dual gap in the second-order cone reformulating problem of the CDT problem are obtained, and the theoretical proof is given which is paved to reduce or even eliminate the dual gap of the CDT problem.
keywords: quadratically constrained quadratic programming CDT problem second-order cone SDP relaxation
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CDT问题的一种二阶锥重塑问题研究
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