Enhancing the normalized multiparametric disaggregation technique for mixed-integer quadratic programming

被引:20
作者
Andrade, Tiago [1 ]
Oliveira, Fabricio [2 ]
Hamacher, Silvio [1 ]
Eberhard, Andrew [3 ]
机构
[1] Pontificia Univ Catolica Rio De Janeiro Puc Rio, R Marques de Sao Vicente 225, BR-22451000 Rio De Janeiro, RJ, Brazil
[2] Aalto Univ, Sch Sci, Syst Anal Lab, Dept Math & Syst Anal, POB 11100, Aalto 00076, Finland
[3] RMIT Univ, GPO Box 2476, Melbourne, Vic 3001, Australia
基金
澳大利亚研究理事会;
关键词
Normalized multiparametric disaggregation technique; Nonconvex mixed-integer quadratically constrained quadratic programs; McCormick envelopes; Convex relaxation; GLOBAL OPTIMIZATION; WATER NETWORKS; RELAXATIONS;
D O I
10.1007/s10898-018-0728-9
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
We propose methods for improving the relaxations obtained by the normalized multiparametric disaggregation technique (NMDT). These relaxations constitute a key component for some methods for solving nonconvex mixed-integer quadratically constrained quadratic programming (MIQCQP) problems. It is shown that these relaxations can be more efficiently formulated by significantly reducing the number of auxiliary variables (in particular, binary variables) and constraints. Moreover, a novel algorithm for solving MIQCQP problems is proposed. It can be applied using either its original NMDT or the proposed reformulation. Computational experiments are performed using both benchmark instances from the literature and randomly generated instances. The numerical results suggest that the proposed techniques can improve the quality of the relaxations.
引用
收藏
页码:701 / 722
页数:22
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