Lagrangian decomposition of block-separable mixed-integer all-quadratic programs
نویسندگان
چکیده
منابع مشابه
Lagrangian decomposition of block-separable mixed-integer all-quadratic programs
e-mail: [email protected] Abstract. The purpose of this paper is threefold. First we propose splitting schemes for reformulating non-separable problems as block-separable problems. Second we show that the Lagrangian dual of a block-separable mixed-integer all-quadratic program (MIQQP) can be formulated as an eigenvalue optimization problem keeping the block-separable structure. Finall...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 2004
ISSN: 0025-5610,1436-4646
DOI: 10.1007/s10107-003-0500-9