Reformulating mixed-integer quadratically constrained quadratic programs

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

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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.

Item Type:
Monograph (Working Paper)
Additional Information:
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.
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/aacsb/disciplinebasedresearch
Subjects:
ID Code:
49041
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Deposited On:
11 Jul 2011 21:30
Refereed?:
No
Published?:
Published
Last Modified:
10 Jul 2020 01:24