Rights statement: This is the author’s version of a work that was accepted for publication in Operations Research Letters. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Operations Research Letters, 45, 6, 2017 DOI: 10.1016/j.orl.2017.10.007
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Research output: Contribution to Journal/Magazine › Journal article › peer-review
Research output: Contribution to Journal/Magazine › Journal article › peer-review
}
TY - JOUR
T1 - A note on representations of linear inequalities in non-convex mixed-integer quadratic programs
AU - Letchford, Adam Nicholas
AU - Grainger, Daniel
N1 - This is the author’s version of a work that was accepted for publication in Operations Research Letters. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Operations Research Letters, 45, 6, 2017 DOI: 10.1016/j.orl.2017.10.007
PY - 2017/11/6
Y1 - 2017/11/6
N2 - In the literature on the quadratic 0-1 knapsack problem, several alternative ways have been given to represent the knapsack constraint in the quadratic space. We extend this work by constructing analogous representations for arbitrary linear inequalities for arbitrary nonconvex mixed-integer quadratic programs with bounded variables.
AB - In the literature on the quadratic 0-1 knapsack problem, several alternative ways have been given to represent the knapsack constraint in the quadratic space. We extend this work by constructing analogous representations for arbitrary linear inequalities for arbitrary nonconvex mixed-integer quadratic programs with bounded variables.
KW - mixed-integer nonlinear programming
KW - non-convex quadratic programming
U2 - 10.1016/j.orl.2017.10.007
DO - 10.1016/j.orl.2017.10.007
M3 - Journal article
VL - 45
SP - 631
EP - 634
JO - Operations Research Letters
JF - Operations Research Letters
SN - 0167-6377
IS - 6
ER -