Fast Mixed Integer Quadratic Programming for Sparse Signal Estimation
نویسندگان
چکیده
منابع مشابه
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 کاملUnbounded 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 کاملOn 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 کاملSemidefinite 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 کاملALTERNATIVE MIXED INTEGER PROGRAMMING FOR FINDING EFFICIENT BCC UNIT
Data Envelopment Analysis (DEA) cannot provide adequate discrimination among efficient decision making units (DMUs). To discriminate these efficient DMUs is an interesting research subject. The purpose of this paper is to develop the mix integer linear model which was proposed by Foroughi (Foroughi A.A. A new mixed integer linear model for selecting the best decision making units in data envelo...
متن کاملذخیره 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: IEEE Access
سال: 2018
ISSN: 2169-3536
DOI: 10.1109/access.2018.2875022