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[BEL12c] A new Branch and Bound algorithm for MIQPs
Conférence Internationale avec comité de lecture : EURO 2012, July 2012, pp.57, Vilnius, Lithuania,Mots clés: General mixed-integer quadratic programming, Branch and Bound, quadratic convex relaxation, experiments
Résumé:
Let (MQP) be a MIQP that consists in minimizing a quadratic function subject to linear constraints. Our approach to solve (MQP) is first to consider (MQP'), an equivalent MIQP that has a convex objective function, additional variables and constraints, and additionnal quadratic constraints. Then, we propose a new Branch and Bound based on the relaxation of the quadratic constraints to solve (MQP'). We perform experiments on pure-and mixed-integer instances of medium size, and show that their solution times are improved by our Branch and Bound in comparison with two existing approaches.
Equipe:
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BibTeX
| @inproceedings { | |||
| BEL12c, | |||
| title | = | "{A new Branch and Bound algorithm for MIQPs}", | |
| author | = | " A. Billionnet and S. Elloumi and A. Lambert ", | |
| booktitle | = | "{EURO 2012}", | |
| year | = | 2012, | |
| month | = | "July", | |
| pages | = | "57", | |
| address | = | "Vilnius, Lithuania", | |
| } | |||
