Exploiting Structure in Non-convex Quadratic Optimization

Jonas Schweiger ()
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Jonas Schweiger: Zuse Institute Berlin

A chapter in Operations Research Proceedings 2018, 2019, pp 43-48 from Springer

Abstract: Abstract The amazing success of computational mathematical optimization over the last decades has been driven more by insights into mathematical structures than by the advance of computing technology. In this vein, we address applications, where nonconvexity in the model poses principal difficulties. This paper summarizes the dissertation of the author for the occasion of the GOR dissertation award 2018. We focus on the work on non-convex quad ratic programs and show how problem specific structure can be used to obtain tight relaxations and speed up Branch-and-bound methods. Both a classic general QP and the Pooling Problem as an important practical application serve as showcases.

Keywords: Nonconvexity; Quadratic programming; Relaxations; Cutting planes; Standard quad ratic programming; Pooling problem (search for similar items in EconPapers)
Date: 2019
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Persistent link: https://EconPapers.repec.org/RePEc:spr:oprchp:978-3-030-18500-8_7

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DOI: 10.1007/978-3-030-18500-8_7

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