A compact variant of the QCR method for quadratically constrained quadratic 0-1 programs

Galli, Laura and Letchford, Adam (2014) A compact variant of the QCR method for quadratically constrained quadratic 0-1 programs. Optimization Letters, 8 (4). pp. 1213-1224. ISSN 1862-4472

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Abstract

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.

Item Type:
Journal Article
Journal or Publication Title:
Optimization Letters
Additional Information:
The original publication is available at www.link.springer.com
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/aacsb/disciplinebasedresearch
Subjects:
ID Code:
65683
Deposited By:
Deposited On:
12 Jul 2013 15:55
Refereed?:
Yes
Published?:
Published
Last Modified:
05 Jul 2020 03:44