Extending the QCR method to general mixed-integer programs
نویسندگان
چکیده
منابع مشابه
Extending the QCR method to general mixed-integer programs
Let (MQP ) be a general mixed integer quadratic program that consists of minimizing a quadratic function subject to linear constraints. In this paper, we present a convex reformulation of (MQP ), i.e. we reformulate (MQP ) into an equivalent program, with a convex objective function. Such a reformulation can be solved by a standard solver that uses a branch and bound algorithm. We prove that ou...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 2010
ISSN: 0025-5610,1436-4646
DOI: 10.1007/s10107-010-0381-7