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

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Optimality-based bound contraction with multiparametric disaggregation for the global optimization of mixed-integer bilinear problems

We address nonconvex mixed-integer bilinear problems where the main challenge is the computation of a tight upper bound for the objective function to be maximized. This can be obtained by using the recently developed concept of multiparametric disaggregation following the solution of a mixed-integer linear relaxation of the bilinear problem. Besides showing that it can provide better bounds tha...

متن کامل

Mixed-integer Quadratic Programming is in NP

Mixed-integer quadratic programming (MIQP) is the problem of optimizing a quadratic function over points in a polyhedral set where some of the components are restricted to be integral. In this paper, we prove that the decision version of mixed-integer quadratic programming is in NP, thereby showing that it is NP-complete. This is established by showing that if the decision version of mixed-inte...

متن کامل

Unbounded convex sets for non-convex mixed-integer quadratic programming

This paper introduces a fundamental family of unbounded convex sets that arises in the context of non-convex mixed-integer quadratic programming. It is shown that any mixed-integer quadratic program with linear constraints can be reduced to the minimisation of a linear function over a set in the family. Some fundamental properties of the convex sets are derived, along with connections to some o...

متن کامل

On Approximation Algorithms for Concave Mixed-Integer Quadratic Programming

Concave Mixed-Integer Quadratic Programming is the problem of minimizing a concave quadratic polynomial over the mixed-integer points in a polyhedral region. In this work we describe two algorithms that find an -approximate solution to a Concave Mixed-Integer Quadratic Programming problem. The running time of the proposed algorithms is polynomial in the size of the problem and in 1/ , provided ...

متن کامل

Semidefinite relaxations for non-convex quadratic mixed-integer programming

We present semidefinite relaxations for unconstrained nonconvex quadratic mixed-integer optimization problems. These relaxations yield tight bounds and are computationally easy to solve for mediumsized instances, even if some of the variables are integer and unbounded. In this case, the problem contains an infinite number of linear constraints; these constraints are separated dynamically. We us...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of Global Optimization

سال: 2018

ISSN: 0925-5001,1573-2916

DOI: 10.1007/s10898-018-0728-9