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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Vydané v:	Journal of global optimization Ročník 81; číslo 2; s. 293 - 321
Hlavní autori:	Gondzio, Jacek, Yıldırım, E. Alper
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	New York Springer US 01.10.2021 Springer Springer Nature B.V
Predmet:	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
On-line prístup:	Získať plný text
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