Convex reformulations of mixed-integer quadratically constrained programs

Abstract : We present a solution approach for the general problem (QP) of minimizing a quadratic function of integer variables subject to a set of quadratic constraints. The resolution is divided into two phases. The ?rst phase is to reformulate the initial problem as an equivalent quadratic problem which continuous relaxation is convex; the second phase is to solve the reformulated problem by a branch and bound algorithm. We further extend these results to the mixed-integer case. Finally, we present some computational experiments on pure-integer and mixed-integer instances of (QP ).
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https://hal.archives-ouvertes.fr/hal-01126271
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Submitted on : Friday, March 6, 2015 - 11:48:26 AM
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Alain Billionnet, Sourour Elloumi, Amélie Lambert. Convex reformulations of mixed-integer quadratically constrained programs. EUROPT 2013, Jun 2013, Florence, Italy. pp.24. ⟨hal-01126271⟩

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