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A Compact Variant of the QCR Method for 0-1 Quadratically Constrained Quadratic Programs

Galli, Laura and Letchford, Adam N. (2013) A Compact Variant of the QCR Method for 0-1 Quadratically Constrained Quadratic Programs. Technical Report del Dipartimento di Informatica . Università di Pisa, Pisa, IT.

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    <i>Quadratic Convex Reformulation</i> (QCR) is a technique that was originally proposed for 0-1 quadratic 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.<br />In this paper, we focus on the case of <i>0-1 quadratically constrained quadratic programs</i>. 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: Book
    Uncontrolled Keywords: Combinatorial optimization, Semidefinite programming, Quadratically constrained quadratic programming
    Subjects: Area01 - Scienze matematiche e informatiche > INF/01 - Informatica
    Divisions: Dipartimenti (from 2013) > DIPARTIMENTO DI INFORMATICA
    Depositing User: dott.ssa Sandra Faita
    Date Deposited: 22 Oct 2014 17:07
    Last Modified: 02 Jul 2015 13:08
    URI: http://eprints.adm.unipi.it/id/eprint/2304

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