Unconstrained formulation of standard quadratic optimization problems

Bomze, Immanuel and Grippo, Luigi and Palagi, Laura (2010) Unconstrained formulation of standard quadratic optimization problems. Technical Report. Dipartimento di Informatica e Sistemistica Antonio Ruberti, Roma.

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Abstract

A standard quadratic optimization problem (StQP) consists of nding the largest or smallest value of a (possibly indenite) quadratic form over the standard simplex which is the intersection of a hyperplane with the positive orthant. This NP-hard problem has several immediate real-world applications like the Maximum-Clique Problem, and it also occurs in a natural way as a subproblem in quadratic programming with linear constraints. We propose unconstrained reformulations of StQPs, by using dierent approaches. We test our method on clique problems from the DIMACS challenge.

Item Type: Monograph (Technical Report)
Subjects: 000 Scienza degli elaboratori - Scienze dell’informazione - Scienze archivistiche, librarie e dell'informazione documentaria – opere generali > 003 Sistemi (Classificare qui la Ricerca operativa; la teoria, l’analisi, la progettazione, l’ottimizzazione dei sistemi; i modelli (simulazione) applicati ai sistemi in modo reale > 003.3 Modelli e simulazione all’elaboratore (classificare qui l’Elaborazione dei dati e la Scienza degli elaboratori applicate ai sistemi)
Depositing User: Sapienza Università di Roma Dipartimento di Ingegneria informatica, automatica e gestionale
Date Deposited: 08 Oct 2010 12:16
Last Modified: 08 Oct 2010 12:16
URI: http://eprints.bice.rm.cnr.it/id/eprint/3022

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