Unconstrained formulation of standard quadratic optimization problems

Immanuel Bomze, Luigi Grippo () and Laura Palagi
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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"

Abstract: 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.

Date: 2010
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Citations: View citations in EconPapers (2)

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Related works:
Journal Article: Unconstrained formulation of standard quadratic optimization problems (2012)
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