Linear Programming Relaxations of Quadratically Constrained Quadratic   Programs
  We investigate the use of linear programming tools for solving semidefinite programming relaxations of quadratically constrained quadratic problems. Classes of valid linear inequalities are presented, including sparse PSD cuts, and principal minors PSD cuts. Computational results based on instances from the literature are presented. 
Andrea Qualizza, Pietro Belotti and Francois Margot
math.CO cs.DM math.OC