A Note on Convex Reformulation Schemes for Mixed Integer Quadratic Programs

被引：3

作者：

Newby, Eric ^{[1
]}

Ali, M. M. ^{[1
]}

机构：

[1] Univ Witwatersrand, Sch Computat & Appl Math, ZA-2050 Johannesburg, South Africa

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 2014年 / 160卷 / 02期

基金：

新加坡国家研究基金会;

关键词：

Mixed integer programming; Quadratic programming; Linear transformation; Non-convex optimization; Semidefinite programming; GLOBAL OPTIMIZATION;

D O I：

10.1007/s10957-013-0340-6

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：

This paper examines a convex reformulation scheme for mixed integer quadratic programs, which was recently developed in the literature. A modification to the scheme, based on a linear transformation, is presented. The modification improves performance for problems which have more continuous variables than integer variables. Numerical results are presented showing the effectiveness of the modification.

引用

页码：457 / 469

页数：13

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