Results 131 to 140 of about 724 (154)

Improving the performance of standard solvers for quadratic 0-1 programs by a tight convex reformulation: The QCR method [PDF]

Discrete Applied Mathematics, 2009
Let View the MathML source be a 0-1 quadratic program which consists in minimizing a quadratic function subject to linear equality constraints. In this paper, we present QCR, a general method to reformulate View the MathML source into an equivalent 0-1 ...
Sourour Elloumi, Alain Billionnet
exaly   +1 more source

A strong conic quadratic reformulation for machine-job assignment with controllable processing times [PDF]

Operations Research Letters, 2009
We describe a polynomial-size conic quadratic reformulation for a machine-job assignment problem with separable convex cost. Because the conic strengthening is based only on the objective of the problem, it can also be applied to other problems with ...
Sinan Gürel, Selim Aktürk, Alper Atamtürk   +2 more
exaly   +3 more sources

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Quadratic convex reformulations for the portfolio selection problem with Value-at-Risk constraint

Computers & Industrial Engineering, 2021
Abstract The paper investigates quadratic convex reformulations (QCR) for the portfolio selection problem with Value-at-Risk (VaR) constraint (PS-VaR). Problem (PS-VaR) is in fact equivalent to a chance constrained problem. With an assumption of discrete distribution, problem (PS-VaR) can be generally formulated as a standard mixed-integer problem ...
Xiaojin Zheng, Xueting Cui
openaire   +1 more source

AN IMPROVED CONVEX 0-1 QUADRATIC PROGRAM REFORMULATION FOR CHANCE-CONSTRAINED QUADRATIC KNAPSACK PROBLEMS [PDF]

Asia-Pacific Journal of Operational Research, 2013
We consider a chance-constrained quadratic knapsack problem (CQKP) where each item has a random size that is finitely distributed. We present a new convex 0-1 quadratic program reformulation for CQKP. This new reformulation improves the existing reformulation for general 0-1 quadratic program based on diagonal perturbation in the sense that the ...
SHUHUI JI, XIAOJIN ZHENG, XIAOLING SUN
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Comparison of Quadratic Convex Reformulations to Solve the Quadratic Assignment Problem

2016
We consider the (QAP) that consists in minimizing a quadratic function subject to assignment constraints where the variables are binary. In this paper, we build two families of equivalent quadratic convex formulations of (QAP). The continuous relaxation of each equivalent formulation is then a convex problem and can be used within a B&B.
Elloumi, Sourour, Lambert, Amélie
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A Geometrical Analysis on Convex Conic Reformulations of Quadratic and Polynomial Optimization Problems

SIAM Journal on Optimization, 2020
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Sunyoung Kim, Masakazu Kojima, Kim-Chuan Toh   +2 more
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Quadratic convex reformulations for quadratic 0–1 programming

4OR, 2007
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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A simultaneous diagonalization-based quadratic convex reformulation for nonconvex quadratically constrained quadratic program

Optimization, 2020
This paper proposes a novel quadratic convex reformulation (QCR) for the nonconvex quadratic program with convex quadratic constraints.
Jing Zhou, Shenghong Chen, Siying Yu, Ye Tian   +3 more
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Quadratic convex reformulations for multiObjective binary quadratic programming

Journal of Global Optimization
Multiobjective binary quadratic programming refers to optimization problems involving multiple quadratic-potentially non-convex-objective functions and a feasible set that includes binary constraints on the variables. In this paper, we extend the well-established Quadratic Convex Reformulation technique, originally developed for single-objective binary
De Santis M., Letocart L., Zhang Y.
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Quadratic Convex Reformulation for Solving Task Assignment Problem with Continuous Hopfield Network

International Journal of Computational Intelligence and Applications, 2021
This research is an optimal allocation of tasks to processors in order to minimize the total costs of execution and communication. This problem is called the Task Assignment Problem (TAP) with nonuniform communication costs. To solve the latter, the first step concerns the formulation of the problem by an equivalent zero-one quadratic program with a ...
Youssef Hami, Chakir Loqman
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