Home > Research > Publications & Outputs > Reformulating mixed-integer quadratically const...

Research

Electronic data

Keywords

View graph of relations

Reformulating mixed-integer quadratically constrained quadratic programs

Research output: Working paper

Published

Standard

Reformulating mixed-integer quadratically constrained quadratic programs. / Galli, L; Letchford, A. N.
Lancaster University: The Department of Management Science, 2011. (Management Science Working Paper Series; Vol. 2011, No. 7).

Research output: Working paper

Harvard

Galli, L & Letchford, AN 2011 'Reformulating mixed-integer quadratically constrained quadratic programs' Management Science Working Paper Series, no. 7, vol. 2011, The Department of Management Science, Lancaster University.

APA

Galli, L., & Letchford, A. N. (2011). Reformulating mixed-integer quadratically constrained quadratic programs. (Management Science Working Paper Series; Vol. 2011, No. 7). The Department of Management Science.

Vancouver

Galli L, Letchford AN. Reformulating mixed-integer quadratically constrained quadratic programs. Lancaster University: The Department of Management Science. 2011. (Management Science Working Paper Series; 7).

Author

Galli, L ; Letchford, A. N. / Reformulating mixed-integer quadratically constrained quadratic programs. Lancaster University : The Department of Management Science, 2011. (Management Science Working Paper Series; 7).

Bibtex

@techreport{90ac8814593d479d82143c54366d2aef,
title = "Reformulating mixed-integer quadratically constrained quadratic programs",
abstract = "It is well known that semidefinite programming (SDP) can be used to derive useful relaxations for a variety of optimisation problems. Moreover, in the particular case of mixed-integer quadratic programs, SDP has been used to reformulate problems, rather than merely relax them. The purpose of reformulation is to strengthen the continuous relaxation of the problem, while leaving the optimal solution unchanged. In this paper, we explore the possibility of extending the reformulation approach to the (much) more general case of mixed-integer quadratically constrained quadratic programs.",
keywords = "mixed-integer nonlinear programming, semidefinite programming, quadratically constrained quadratic programming",
author = "L Galli and Letchford, {A. N.}",
note = "This was eventually published as: L. Galli & A.N. Letchford (2014) A compact variant of the QCR method for quadratically constrained quadratic 0-1 programs. Optim. Lett., 8(4), 1213-1224.",
year = "2011",
language = "English",
series = "Management Science Working Paper Series",
publisher = "The Department of Management Science",
number = "7",
type = "WorkingPaper",
institution = "The Department of Management Science",

}

RIS

TY - UNPB

T1 - Reformulating mixed-integer quadratically constrained quadratic programs

AU - Galli, L

AU - Letchford, A. N.

N1 - This was eventually published as: L. Galli & A.N. Letchford (2014) A compact variant of the QCR method for quadratically constrained quadratic 0-1 programs. Optim. Lett., 8(4), 1213-1224.

PY - 2011

Y1 - 2011

N2 - It is well known that semidefinite programming (SDP) can be used to derive useful relaxations for a variety of optimisation problems. Moreover, in the particular case of mixed-integer quadratic programs, SDP has been used to reformulate problems, rather than merely relax them. The purpose of reformulation is to strengthen the continuous relaxation of the problem, while leaving the optimal solution unchanged. In this paper, we explore the possibility of extending the reformulation approach to the (much) more general case of mixed-integer quadratically constrained quadratic programs.

AB - It is well known that semidefinite programming (SDP) can be used to derive useful relaxations for a variety of optimisation problems. Moreover, in the particular case of mixed-integer quadratic programs, SDP has been used to reformulate problems, rather than merely relax them. The purpose of reformulation is to strengthen the continuous relaxation of the problem, while leaving the optimal solution unchanged. In this paper, we explore the possibility of extending the reformulation approach to the (much) more general case of mixed-integer quadratically constrained quadratic programs.

KW - mixed-integer nonlinear programming

KW - semidefinite programming

KW - quadratically constrained quadratic programming

M3 - Working paper

T3 - Management Science Working Paper Series

BT - Reformulating mixed-integer quadratically constrained quadratic programs

PB - The Department of Management Science

CY - Lancaster University

ER -