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

Andrade, T, Oliveira, F, Hamacher, S and Eberhard, A 2018, 'Enhancing the normalized multiparametric disaggregation technique for mixed-integer quadratic programming', Journal of Global Optimization, pp. 1-22.


Document type: Journal Article
Collection: Journal Articles

Title Enhancing the normalized multiparametric disaggregation technique for mixed-integer quadratic programming
Author(s) Andrade, T
Oliveira, F
Hamacher, S
Eberhard, A
Year 2018
Journal name Journal of Global Optimization
Start page 1
End page 22
Total pages 22
Publisher Springer New York LLC
Abstract 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.
Subject Approximation Theory and Asymptotic Methods
Operations Research
Optimisation
Keyword(s) Convex relaxation
McCormick envelopes
Nonconvex mixed-integer quadratically constrained quadratic programs
Normalized multiparametric disaggregation technique
DOI - identifier 10.1007/s10898-018-0728-9
Copyright notice © 2018, The Author(s).
ISSN 0925-5001
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