Decomposition and Linearization for 0-1 Quadratic Programming

被引:1
|
作者
Sourour Elloumi
Alain Faye
Eric Soutif
机构
[1] CEDRIC-CNAM,
[2] CEDRIC-IIE,undefined
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关键词
quadratic 0-1 programming; mixed integer programming; Lagrangian decomposition; linearization;
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摘要
This paper presents a general decomposition method to compute bounds for constrained 0-1 quadratic programming. The best decomposition is found by using a Lagrangian decomposition of the problem. Moreover, in its simplest version this method is proved to give at least the bound obtained by the LP-relaxation of a non-trivial linearization. To illustrate this point, some computational results are given for the 0-1 quadratic knapsack problem.
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页码:79 / 93
页数:14
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