Global solutions of nonconvex standard quadratic programs via mixed integer linear programming reformulations

A standard quadratic program is an optimization problem that consists of minimizing a (nonconvex) quadratic form over the unit simplex. We focus on reformulating a standard quadratic program as a mixed integer linear programming problem. We propose two alternative formulations. Our first formulation...

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Bibliographic Details
Published in:	Journal of global optimization Vol. 81; no. 2; pp. 293 - 321
Main Authors:	Gondzio, Jacek, Yıldırım, E. Alper
Format:	Journal Article
Language:	English
Published:	New York Springer US 01.10.2021 Springer Springer Nature B.V
Subjects:	Computer Science Integer programming Investment analysis Linear programming Mathematics Mathematics and Statistics Mixed integer Operations Research/Decision Theory Optimization Quadratic forms Real Functions Tightness 90C20 Global optimization Nonconvex optimization 90C11 90C26 Mixed integer linear programming Quadratic programming
ISSN:	0925-5001, 1573-2916
Online Access:	Get full text
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