A compact variant of the QCR method for quadratically constrained quadratic 0-1 programs

Quadratic Convex Reformulation (QCR) is a technique that was originally proposed for quadratic 0-1 programs, and then extended to various other problems. It is used to convert non-convex instances into convex ones, in such a way that the bound obtained by solving the continuous relaxation of the reformulated instance is as strong as possible. In this paper, we focus on the case of quadratically constrained quadratic 0-1 programs. The variant of QCR previously proposed for this case involves the addition of a quadratic number of auxiliary continuous variables. We show that, in fact, at most one additional variable is needed. Some computational results are also presented

A Branch-and-Cut Algorithm for the Capacitated Open Vehicle Routing Problem

In open vehicle routing problems, the vehicles are not required to return to the depot after completing service. In this paper, we present the first exact optimization algorithm for the open version of the well-known capacitated vehicle routing problem (CVRP). The algorithm is based on branch-and-cut. We show that, even though the open CVRP initially looks like a minor variation of the standard CVRP, the integer programming formulation and cutting planes need to be modified in subtle ways. Computational results are given for several standard test instances, which enables us for the first time to assess the quality of existing heuristic methods, and to compare the relative difficulty of open and closed versions of the same problem.Vehicle routing; branch-and-cut; separation

Pricing routines for vehicle routing with time windows on road networks

Several very effective exact algorithms have been developed for vehicle routing problems with time windows. Unfortunately, most of these algorithms cannot be applied to instances that are defined on road networks, because they implicitly assume that the cheapest path between two customers is equal to the quickest path. Garaix and coauthors proposed to tackle this issue by first storing alternative paths in an auxiliary multi-graph, and then using that multi-graph within a branch-and-price algorithm. We show that, if one works with the original road network rather than the multi-graph, then one can solve the pricing subproblem more quickly, in both theory and practice

A binarisation heuristic for non-convex quadratic programming with box constraints

Non-convex quadratic programming with box constraints is a fundamental problem in the global optimization literature, being one of the simplest NP-hard nonlinear programs. We present a new heuristic for this problem, which enables one to obtain solutions of excellent quality in reasonable computing times. The heuristic consists of four phases: binarisation, convexification, branch-and-Bound, and local optimisation. Some very encouraging computational results are given

On Linearising Mixed-Integer Quadratic Programs via Bit Representation

It is well known that, under certain conditions, one can use bit representation to transform both integer quadratic programs and mixed-integer bilinear programs into mixed-integer linear programs (MILPs), and thereby render them easier to solve using standard software packages. We show how to convert a more general family of mixed-integer quadratic programs to MILPs, and present several families of strong valid linear inequalities that can be used to strengthen the continuous relaxations of the resulting MILPs

A Binarisation Heuristic for Non-Convex Quadratic Programming with Box Constraints

Non-convex quadratic programming with box constraints is a fundamental problem in the global optimization literature, being one of the simplest NP-hard nonlinear programs. We present a new heuristic for this problem, which enables one to obtain solutions of excellent quality in reasonable computing times. The heuristic consists of four phases: binarisation, convexification, branch-and-bound, and local optimisation. Some very encouraging computational results are given