Unconstrained formulation of standard quadratic optimization problems
Luigi Grippo () and
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Luigi Grippo: Dipartimento di Informatica e Sistemistica "Antonio Ruberti" Sapienza, Universita' di Roma
No 2010-12, DIS Technical Reports from Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza"
A standard quadratic optimization problem (StQP) consists of nding the largest or smallest value of a (possibly indenite) quadratic form over the standard simplex which is the intersection of a hyperplane with the positive orthant. This NP-hard problem has several immediate real-world applications like the Maximum-Clique Problem, and it also occurs in a natural way as a subproblem in quadratic programming with linear constraints. We propose unconstrained reformulations of StQPs, by using dierent approaches. We test our method on clique problems from the DIMACS challenge.
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Journal Article: Unconstrained formulation of standard quadratic optimization problems (2012)
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Persistent link: https://EconPapers.repec.org/RePEc:aeg:wpaper:2010-12
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