Research output: Working paper
Research output: Working paper
}
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 -