Journal article
Unbounded convex sets for non-convex mixed-integer quadratic programming
Mathematical programming, Vol.143(1-2), pp.231-256
02/01/2014
DOI: 10.1007/s10107-012-0609-9
Abstract
This paper introduces a fundamental family of unbounded convex sets that arises in the context of non-convex mixed-integer quadratic programming. It is shown that any mixed-integer quadratic program with linear constraints can be reduced to the minimisation of a linear function over a face of a set in the family. Some fundamental properties of the convex sets are derived, along with connections to some other well-studied convex sets. Several classes of valid and facet-inducing inequalities are also derived.
Details
- Title: Subtitle
- Unbounded convex sets for non-convex mixed-integer quadratic programming
- Creators
- Samuel Burer - University of IowaAdam N. Letchford - Lancaster University
- Resource Type
- Journal article
- Publication Details
- Mathematical programming, Vol.143(1-2), pp.231-256
- Publisher
- Springer Nature
- DOI
- 10.1007/s10107-012-0609-9
- ISSN
- 0025-5610
- eISSN
- 1436-4646
- Number of pages
- 26
- Grant note
- EP/F033613/1 / Engineering and Physical Sciences Research Council; UK Research & Innovation (UKRI); Engineering & Physical Sciences Research Council (EPSRC) CCF-0545514 / National Science Foundation; National Science Foundation (NSF) EP/D072662/1 / Engineering and Physical Sciences Research Council; UK Research & Innovation (UKRI); Engineering & Physical Sciences Research Council (EPSRC) EP/D072662/1 / EPSRC; UK Research & Innovation (UKRI); Engineering & Physical Sciences Research Council (EPSRC)
- Language
- English
- Date published
- 02/01/2014
- Academic Unit
- Business Analytics
- Record Identifier
- 9984380393202771
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