Improving the performance of standard solvers for quadratic 0-1 programs by a tight convex reformulation: The QCR method

Let ( QP ) be a 0-1 quadratic program which consists in minimizing a quadratic function subject to linear equality constraints. In this paper, we present QCR, a general method to reformulate ( QP ) into an equivalent 0-1 program with a convex quadratic objective function. The reformulated problem ca...

Celý popis