Name
Title | ||
|---|---|---|
A Feasible Active Set Method with Reoptimization for Convex Quadratic Mixed-Integer Programming |
Abstract | ||
|---|---|---|
We propose a feasible active set method for convex quadratic programming problems with nonnegativity constraints.This method is specifically designed to be embedded into a branch-and-bound algorithm for convex quadratic mixed-integer programming problems. The branch-and-bound algorithm generalizes the approach for unconstrained convexquadratic integer programming proposed by Buchheim, Caprara, and Lodi [Math. Program., 135 (2012), pp. 369--395]to the presence of linearconstraints. The main feature of the latter approach consists of a sophisticated preprocessing phase, leading to afast enumeration of the branch-and-bound nodes. Moreover, the feasible active set method takes advantage of thispreprocessing phase and is well suited for reoptimization. Experimental results for randomly generated instancesshow that the new approach significantly outperforms the MIQP solver of \\tt CPLEX 12.6 for instances with a smallnumber of constraints. |
Year | DOI | Venue |
|---|---|---|
2016 | 10.1137/140978971 | SIAM Journal on Optimization |
Keywords | DocType | Volume |
integer programming,quadratic programming,global optimization | Journal | 26 |
Issue | ISSN | Citations |
3 | 1052-6234 | 9 |
PageRank | References | Authors |
0.63 | 6 | 5 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Christoph Buchheim | 1 | 287 | 31.93 |
| M. Santis | 2 | 43 | 6.53 |
| Stefano Lucidi | 3 | 785 | 78.11 |
| F. Rinaldi | 4 | 181 | 19.61 |
| Long Trieu | 5 | 15 | 1.96 |