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Enhancing the normalized multiparametric disaggregation technique for mixed-integer quadratic programming

journal contribution
posted on 2024-11-02, 09:50 authored by Tiago Andrade, Fabricio Oliveira, Silvio Hamacher, Andrew EberhardAndrew Eberhard
We propose methods for improving the relaxations obtained by the normalized multiparametric disaggregation technique (NMDT). These relaxations constitute a key component for some methods for solving nonconvex mixed-integer quadratically constrained quadratic programming (MIQCQP) problems. It is shown that these relaxations can be more efficiently formulated by significantly reducing the number of auxiliary variables (in particular, binary variables) and constraints. Moreover, a novel algorithm for solving MIQCQP problems is proposed. It can be applied using either its original NMDT or the proposed reformulation. Computational experiments are performed using both benchmark instances from the literature and randomly generated instances. The numerical results suggest that the proposed techniques can improve the quality of the relaxations.

Funding

Decomposition and Duality: New Approaches to Integer and Stochastic Integer Programming

Australian Research Council

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History

Related Materials

  1. 1.
    DOI - Is published in 10.1007/s10898-018-0728-9
  2. 2.
    ISSN - Is published in 09255001

Journal

Journal of Global Optimization

Start page

1

End page

22

Total pages

22

Publisher

Springer New York LLC

Place published

New York, United States

Language

English

Copyright

© 2018, The Author(s).

Former Identifier

2006090004

Esploro creation date

2020-06-22

Fedora creation date

2019-03-26