A note on representations of linear inequalities in non-convex mixed-integer quadratic programs

被引：0
|
作者：
Letchford, Adam N. [1 ]
Grainger, Daniel J. [2 ]
机构：
[1] Univ Lancaster, Dept Management Sci, Lancaster LA1 4YW, England
[2] Univ Lancaster, Lancaster, England
来源：
OPERATIONS RESEARCH LETTERS | 2017年 / 45卷 / 06期
基金：
英国工程与自然科学研究理事会;
关键词：
Mixed-integer nonlinear programming; Global optimisation; Semidefinite programming; KNAPSACK-PROBLEM; REFORMULATION; LINEARIZATION; OPTIMIZATION; RELAXATIONS; ALGORITHM;
D O I：
10.1016/j.orl.2017.10.007
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
In the literature on the quadratic 0-1 knapsack problem, several alternative ways have been given to represent the knapsack constraint in the quadratic space. We extend this work by constructing analogous representations for arbitrary linear inequalities for arbitrary non-convex mixed-integer quadratic programs with bounded variables. (C) 2017 Elsevier B.V. All rights reserved.
引用
收藏
页码：631 / 634
页数：4
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