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On Linearising Mixed-Integer Quadratic Programs via Bit Representation

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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    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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