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Research output: Contribution to Journal/Magazine › Journal article › peer-review
Research output: Contribution to Journal/Magazine › Journal article › peer-review
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TY - JOUR
T1 - A compact variant of the QCR method for quadratically constrained quadratic 0-1 programs
AU - Galli, Laura
AU - Letchford, Adam
N1 - The original publication is available at www.link.springer.com
PY - 2014/4
Y1 - 2014/4
N2 - Quadratic Convex Reformulation (QCR) is a technique that was originally proposed for quadratic 0-1 programs, and then extended to various other problems. It is used to convert non-convex instances into convex ones, in such a way that the bound obtained by solving the continuous relaxation of the reformulated instance is as strong as possible.In this paper, we focus on the case of quadratically constrained quadratic 0-1 programs. The variant of QCR previously proposed for this case involves the addition of a quadratic number of auxiliary continuous variables. We show that, in fact, at most one additional variable is needed. Some computational results are also presented.
AB - Quadratic Convex Reformulation (QCR) is a technique that was originally proposed for quadratic 0-1 programs, and then extended to various other problems. It is used to convert non-convex instances into convex ones, in such a way that the bound obtained by solving the continuous relaxation of the reformulated instance is as strong as possible.In this paper, we focus on the case of quadratically constrained quadratic 0-1 programs. The variant of QCR previously proposed for this case involves the addition of a quadratic number of auxiliary continuous variables. We show that, in fact, at most one additional variable is needed. Some computational results are also presented.
KW - Combinatorial optimisation
KW - semidefinite programming
KW - quadratically constrained quadratic programming
U2 - 10.1007/s11590-013-0676-8
DO - 10.1007/s11590-013-0676-8
M3 - Journal article
VL - 8
SP - 1213
EP - 1224
JO - Optimization Letters
JF - Optimization Letters
SN - 1862-4472
IS - 4
ER -