Unbounded convex sets for non-convex mixed-integer quadratic programming
This paper introduces a fundamental family of unbounded convex sets that arises in the context of non-convex mixed-integer quadratic programming. It is shown that any mixed-integer quadratic program with linear constraints can be reduced to the minimisation of a linear function over a face of a set in the family. Some fundamental properties of the convex sets are derived, along with connections to some other well-studied convex sets. Several classes of valid and facet-inducing inequalities are also derived.
mixed-integer non-linear programming global optimisation polyhedral combinatorics convex analysis 90c11 90c26 90c57