[BEL15] Global Solution of General Quadratic Programs

Conférence Internationale avec comité de lecture : ISMP (22th International Symposium of Mathematical programming), july 2015, July 2015, pp.1, Pittsburgh, USA,
Résumé: Let P be MIQCP that consists of minimizing a quadratic function subject to quadratic constraints. The variables can be integer or continuous. Our approach is first to consider P' that is equivalent to P. Problem P' has additional variables that are meant to be equal to the product of pairs of initial variables. When this equality is relaxed, the obtained problem from P' is quadratic and convex. Consequently, problem P' can be solved by a B&B, based on this relaxation. Moreover, our equivalent problem P' is built from the solution of a semidefinite programming relaxation of (P) and captures its strength. Computational experiences show that our general method is competitive with standard solvers, on many instances.

Equipe: oc


@inproceedings {
title="{Global Solution of General Quadratic Programs}",
author=" A. Billionnet and S. Elloumi and A. Lambert ",
booktitle="{ISMP (22th International Symposium of Mathematical programming), july 2015}",
address="Pittsburgh, USA",