Burer, S and Letchford, Adam (2013) Unbounded convex sets for non-convex mixed-integer quadratic programming. Mathematical Programming. ISSN 0025-5610 (In Press)Full text not available from this repository.
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.
|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|
|Deposited On:||03 Oct 2012 10:28|
|Last Modified:||09 May 2013 11:26|
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