|
 
|
[BEL09a] Convex reformulations for integer quadratic programs
Conférence Internationale avec comité de lecture : 20th International Symposium of Mathematical programming (ISMP), August 2009, pp.115, Chicago, USA,Mots clés: -General integer programming, Quadratic programming, Convex reformulation, Semi-definite programming, Experiments
Résumé:
-Let (QP) be an integer quadratic program that consists in minimizing a quadratic function
subject to linear constraints. To solve (QP), we reformulate it into an equivalent program with a convex objective function, and we use a Mixed Integer Quadratic Programming solver. This reformulation, called IQCR, is optimal in a certain sense from the continuous relaxation bound point of view. It is deduced from the solution of a SDP relaxation of (QP). Computational experiments are reported.
Equipe:
oc
BibTeX
| @inproceedings { | |||
| BEL09a, | |||
| title | = | "{Convex reformulations for integer quadratic programs}", | |
| author | = | " A. Billionnet and S. Elloumi and A. Lambert ", | |
| booktitle | = | "{20th International Symposium of Mathematical programming (ISMP)}", | |
| year | = | 2009, | |
| month | = | "August", | |
| pages | = | "115", | |
| address | = | "Chicago, USA", | |
| } | |||
