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Communication Dans Un Congrès Année : 2009

Convex reformulations for integer quadratic programs

Résumé

-Let (QP) be an integer quadratic program that consists in minimizing a quadratic function subject to linear constraints. To solve (QP), we reformulate it into an equivalent program with a convex objective function, and we use a Mixed Integer Quadratic Programming solver. This reformulation, called IQCR, is optimal in a certain sense from the continuous relaxation bound point of view. It is deduced from the solution of a SDP relaxation of (QP). Computational experiments are reported.
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hal-01125634 , version 1 (06-03-2015)

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  • HAL Id : hal-01125634 , version 1

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Alain Billionnet, Sourour Elloumi, Amélie Lambert. Convex reformulations for integer quadratic programs. 20th International Symposium of Mathematical programming (ISMP), Aug 2009, Chicago, United States. pp.115. ⟨hal-01125634⟩

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