Transformation-Based Preprocessing for Mixed-Integer Quadratic Programs

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

Journal of Optimization Theory and Applications, 2016, vol. 168, issue 3, No 17, 1039-1045

Abstract: Abstract This paper presents two preprocessing techniques for mixed-integer quadratic programs with non-convex objective functions, where the continuous part of the Hessian is invertible. The techniques aim at reducing the number of bilinear terms in the objective. Results show that one of the techniques decreases the solution times once the reduction in bilinear terms crosses a threshold.

Keywords: Mixed-integer programming; Quadratic programming; Non-convex optimization; Linear transformations; 90C11; 90C20; 90C26; 15A04 (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s10957-015-0806-9

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