Global solution of mixed-integer quadratic programs through quadratic convex reformulation

Abstract : We review the quadratic convex reformulation approach for quadratic programs with integer variables. We also show the recent extensions to quadratically constrained programs and to the case of mixed-integer variables. In all these extensions, the global framework is the same: in a preprocessing step, we compute a tight equivalent reformulation of the original quadratic program that we deduce from the solution of its SDP relaxation. The equivalent reformulation is easier to solve because its continuous relaxation is a convex problem. Then, we solve the equivalent reformulation by standard BB.
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https://hal.archives-ouvertes.fr/hal-01126261
Contributor : Laboratoire Cedric <>
Submitted on : Friday, March 6, 2015 - 11:48:02 AM
Last modification on : Thursday, February 6, 2020 - 5:25:44 PM

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  • HAL Id : hal-01126261, version 1

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Sourour Elloumi, Alain Billionnet, Amélie Lambert. Global solution of mixed-integer quadratic programs through quadratic convex reformulation. EURO XXVI, Jul 2013, ROME, Italy. pp.91. ⟨hal-01126261⟩

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