[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,

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 first 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


@inproceedings {
title="{Convex reformulations of mixed-integer quadratically constrained programs}",
author=" A. Billionnet and S. Elloumi and A. Lambert ",
booktitle="{EUROPT 2013}",
address="Florence, Italie",