Galli, Laura and Letchford, Adam N. On Linearising Mixed-Integer Quadratic Programs via Bit Representation. Technical Report del Dipartimento di Informatica . Università di Pisa, Pisa, IT. (Submitted)
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Official URL: http://www.di.unipi.it/it/ricerca/tr
Abstract
It is well known that, under certain conditions, one can use bit representation to transform both integer quadratic programs and mixed-integer bilinear programs into mixed-integer linear programs (MILPs), and thereby render them easier to solve using standard software packages. We show how to convert a more general family of mixed-integer quadratic programs to MILPs, and present several families of strong valid linear inequalities that can be used to strengthen the continuous relaxations of the resulting MILPs.
| Item Type: | Book |
|---|---|
| Uncontrolled Keywords: | mixed-integer nonlinear programming, linearisation |
| Subjects: | Area01 - Scienze matematiche e informatiche > MAT/09 - Ricerca operativa |
| Divisions: | Dipartimenti (from 2013) > DIPARTIMENTO DI INFORMATICA |
| Depositing User: | Dr Laura Galli |
| Date Deposited: | 18 Jul 2018 09:16 |
| Last Modified: | 18 Jul 2018 09:16 |
| URI: | http://eprints.adm.unipi.it/id/eprint/2381 |
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