A Tight Linearization and an Algorithm for Zero-One Quadratic Programming Problems

Warren P. Adams and Hanif D. Sherali
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Warren P. Adams: Department of Mathematical Sciences, Clemson University, Clemson, South Carolina 29631
Hanif D. Sherali: Department of Industrial Engineering and Operations Research, Virginia Polytechnic Institute and State University, Blacksburg, Virginia 24061

Management Science, 1986, vol. 32, issue 10, 1274-1290

Abstract: This paper is concerned with the solution of linearly constrained zero-one quadratic programming problems. Problems of this kind arise in numerous economic, location decision, and strategic planning situations, including capital budgeting, facility location, quadratic assignment, media selection, and dynamic set covering. A new linearization technique is presented for this problem which is demonstrated to yield a tighter continuous or linear programming relaxation than is available through other methods. An implicit enumeration algorithm which uses Lagrangian relaxation, Benders' cutting planes, and local explorations is designed to exploit the strength of this linearization. Computational experience is provided to demonstrate the usefulness of the proposed linearization and algorithm.

Keywords: zero-one quadratic programming; linearization techniques; implicit enumeration; Lagrangian relaxation; Benders' decomposition (search for similar items in EconPapers)
Date: 1986
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