A Note on Convex Reformulation Schemes for Mixed Integer Quadratic Programs

Eric Newby () and M. M. Ali
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Eric Newby: University of the Witwatersrand
M. M. Ali: University of the Witwatersrand

Journal of Optimization Theory and Applications, 2014, vol. 160, issue 2, No 5, 457-469

Abstract: Abstract This paper examines a convex reformulation scheme for mixed integer quadratic programs, which was recently developed in the literature. A modification to the scheme, based on a linear transformation, is presented. The modification improves performance for problems which have more continuous variables than integer variables. Numerical results are presented showing the effectiveness of the modification.

Keywords: Mixed integer programming; Quadratic programming; Linear transformation; Non-convex optimization; Semidefinite programming (search for similar items in EconPapers)
Date: 2014
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DOI: 10.1007/s10957-013-0340-6

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