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[EBL13] Global solution of mixed-integer quadratic programs through quadratic convex reformulation
Conférence Internationale avec comité de lecture : EURO XXVI, July 2013, pp.91, ROME, Italy,
motcle:
Résumé:
We review the quadratic convex reformulation approach for quadratic programs with integer variables. We also show the recent extensions to quadratically constrained programs and to the case of mixed-integer variables. In all these extensions, the global framework is the same: in a preprocessing step, we compute a tight equivalent reformulation of the original quadratic program that we deduce from the solution of its SDP relaxation. The equivalent reformulation is easier to solve because its continuous relaxation is a convex problem. Then, we solve the equivalent reformulation by standard B&B.
Equipe:
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BibTeX
| @inproceedings { | |||
| EBL13, | |||
| title | = | "{Global solution of mixed-integer quadratic programs through quadratic convex reformulation}", | |
| author | = | " S. Elloumi and A. Billionnet and A. Lambert ", | |
| booktitle | = | "{EURO XXVI}", | |
| year | = | 2013, | |
| edition | = | "2013", | |
| month | = | "July", | |
| pages | = | "91", | |
| address | = | "ROME, Italy", | |
| } | |||
