[BEL09a] Convex reformulations for integer quadratic programs

Conférence Internationale avec comité de lecture : 20th International Symposium of Mathematical programming (ISMP), August 2009, pp.115, Chicago, USA,

Mots clés: -General integer programming, Quadratic programming, Convex reformulation, Semi-definite programming, Experiments

Résumé: -Let (QP) be an integer quadratic program that consists in minimizing a quadratic function subject to linear constraints. To solve (QP), we reformulate it into an equivalent program with a convex objective function, and we use a Mixed Integer Quadratic Programming solver. This reformulation, called IQCR, is optimal in a certain sense from the continuous relaxation bound point of view. It is deduced from the solution of a SDP relaxation of (QP). Computational experiments are reported.

Equipe: oc


@inproceedings {
title="{Convex reformulations for integer quadratic programs}",
author=" A. Billionnet and S. Elloumi and A. Lambert ",
booktitle="{20th International Symposium of Mathematical programming (ISMP)}",
address="Chicago, USA",