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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Abstract
<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 |
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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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