[BEL13a] Convex reformulations of mixed-integer quadratically constrained programs

Conférence Internationale avec comité de lecture : EUROPT 2013, June 2013, Vol. 1, pp.24, Florence, Italie,

Auteurs: A. Billionnet , S. Elloumi , A. Lambert

Mots clés: Mixed-integer programming, Quadratic Programming, Semidefinite programming

Résumé: We present a solution approach for the general problem (QP) of minimizing a quadratic function of integer variables subject to a set of quadratic constraints. The resolution is divided into two phases. The ï¬rst phase is to reformulate the initial problem as an equivalent quadratic problem which continuous relaxation is convex; the second phase is to solve the reformulated problem by a branch and bound algorithm. We further extend these results to the mixed-integer case. Finally, we present some computational experiments on pure-integer and mixed-integer instances of (QP ).

Equipe: oc

BibTeX

@inproceedings {
	BEL13a,
	title	=	"{Convex reformulations of mixed-integer quadratically constrained programs}",
	author	=	" A. Billionnet and S. Elloumi and A. Lambert ",
	booktitle	=	"{EUROPT 2013}",
	year	=	2013,
	month	=	"June",
	volume	=	1,
	pages	=	"24",
	address	=	"Florence, Italie",
}