An Exact Algorithm for Quadratic Integer Minimization using Nonconvex Relaxations

Buchheim, Christoph and De Santis, Marianna and Palagi, Laura and Piacentini, Mauro (2012) An Exact Algorithm for Quadratic Integer Minimization using Nonconvex Relaxations. Technical Report. Department of Computer, Control, and Management Engineering Antonio Ruberti .

PDF 10023-12469-1-PB.pdf Restricted to Repository staff only Download (629kB)

Abstract

We propose a branch-and-bound algorithm for minimizing a not necessarily convex quadratic function over integer variables. The algorithm is based on lower bounds computed as continuous minima of the objective function over appropriate ellipsoids. In the nonconvex case, we use ellipsoids enclosing the feasible region of the problem. In spite of the nonconvexity, these minima can be computed quickly. We present several ideas that allow to accelerate the solution of the continuous relaxation within a branch-and-bound scheme and examine the performance of the overall algorithm by computational experiments.

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
Depositing User:	Sapienza Università di Roma Dipartimento di Ingegneria informatica, automatica e gestionale
Date Deposited:	09 Jul 2012 09:13
Last Modified:	09 Jul 2012 09:13
URI:	http://eprints.bice.rm.cnr.it/id/eprint/4172

Actions (login required)

View Item