A new Branch and Bound algorithm for MIQPs

Abstract : Let (MQP) be a MIQP that consists in minimizing a quadratic function subject to linear constraints. Our approach to solve (MQP) is first to consider (MQP'), an equivalent MIQP that has a convex objective function, additional variables and constraints, and additionnal quadratic constraints. Then, we propose a new Branch and Bound based on the relaxation of the quadratic constraints to solve (MQP'). We perform experiments on pure-and mixed-integer instances of medium size, and show that their solution times are improved by our Branch and Bound in comparison with two existing approaches.
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Conference papers
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https://hal.archives-ouvertes.fr/hal-01126099
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Submitted on : Friday, March 6, 2015 - 11:40:05 AM
Last modification on : Thursday, February 6, 2020 - 5:35:33 PM

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  • HAL Id : hal-01126099, version 1

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Alain Billionnet, Sourour Elloumi, Amélie Lambert. A new Branch and Bound algorithm for MIQPs. EURO 2012, Jul 2012, Vilnius, Liechtenstein. pp.57. ⟨hal-01126099⟩

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