35 research outputs found

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

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    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 binarisation heuristic for non-convex quadratic programming with box constraints

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    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

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    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

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    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

    New valid inequalities and facets for the simple plant location problem

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    The Simple Plant Location Problem is a well-known (and NP-hard) combinatorial optimisation problem, with applications in logistics. We present a new family of valid inequalities for the associated family of polyhedra, and show that it contains an exponentially large number of new facet-defining members. We also present a new procedure, called facility augmentation, which enables one to derive even more valid and facet-defining inequalities

    Bit Representation Can Improve SDP Relaxations of Mixed-Integer Quadratic Programs

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    A standard trick in integer programming is to replace bounded integer variables with binary variables, using a bit representation. In a previous paper, we showed that this process can be used to improve linear programming relaxations of mixed-integer quadratic programs. In this paper, we show that it can also be used to improve {\em semidefinite}\/ programming relaxations

    On the Lovász theta function and some variants

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    The Lovász theta function of a graph is a well-known upper bound on the stability number. It can be computed efficiently by solving a semidefinite program (SDP). Actually, one can solve either of two SDPs, one due to Lovász and the other to Gr�ötschel et al. The former SDP is often thought to be preferable computationally, since it has fewer variables and constraints. We derive some new results on these two equivalent SDPs. The surprising result is that, if we weaken the SDPs by aggregating constraints, or strengthen them by adding cutting planes, the equivalence breaks down. In particular, the Gr�ötschel et al. scheme typically yields a stronger bound than the Lovász one

    On the Lovász theta function and some variants

    Get PDF
    The Lovász theta function of a graph is a well-known upper bound on the stability number. It can be computed efficiently by solving a semidefinite program (SDP). Actually, one can solve either of two SDPs, one due to Lovász and the other to Gr�ötschel et al. The former SDP is often thought to be preferable computationally, since it has fewer variables and constraints. We derive some new results on these two equivalent SDPs. The surprising result is that, if we weaken the SDPs by aggregating constraints, or strengthen them by adding cutting planes, the equivalence breaks down. In particular, the Gr�ötschel et al. scheme typically yields a stronger bound than the Lovász one

    On Linearising Mixed-Integer Quadratic Programs via Bit Representation

    Get PDF
    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
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