Unbounded convex sets for non-convex mixed-integer quadratic programming

Burer, S and Letchford, Adam (2013) Unbounded convex sets for non-convex mixed-integer quadratic programming. Mathematical Programming. ISSN 0025-5610 (In Press)

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Abstract

This paper introduces a fundamental family of unbounded convex sets that arises in the context of non-convex mixed-integer quadratic programming. It is shown that any mixed-integer quadratic program with linear constraints can be reduced to the minimisation of a linear function over a face of a set in the family. Some fundamental properties of the convex sets are derived, along with connections to some other well-studied convex sets. Several classes of valid and facet-inducing inequalities are also derived.

Item Type:	Article
Journal or Publication Title:	Mathematical Programming
Uncontrolled Keywords:	mixed-integer nonlinear programming ; global optimisation ; polyhedral combinatorics
Subjects:	H Social Sciences > HB Economic Theory
Departments:	Lancaster University Management School > Management Science
ID Code:	58801
Deposited By:	ep_importer_pure
Deposited On:	03 Oct 2012 10:28
Refereed?:	Yes
Published?:	In Press
Last Modified:	09 May 2013 11:26
Identification Number:
URI:	http://eprints.lancs.ac.uk/id/eprint/58801

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