Artikel

Inductive linearization for binary quadratic programs with linear constraints

A linearization technique for binary quadratic programs (BQPs) that comprise linear constraints is presented. The technique, called “inductive linearization”, extends concepts for BQPs with particular equation constraints, that have been referred to as “compact linearization” before, to the general case. Quadratic terms may occur in the objective function, in the set of constraints, or in both. For several relevant applications, the linear programming relaxations obtained from applying the technique are proven to be at least as strong as the one obtained with a well-known classical linearization. It is also shown how to obtain an inductive linearization automatically. This might be used, e.g., by general-purpose mixed-integer programming solvers.

Sprache
Englisch

Erschienen in
Journal: 4OR ; ISSN: 1614-2411 ; Volume: 19 ; Year: 2020 ; Issue: 4 ; Pages: 549-570 ; Berlin, Heidelberg: Springer

Klassifikation
Management
Econometric and Statistical Methods and Methodology: General
Bayesian Analysis: General
Single Equation Models; Single Variables: General
Multiple or Simultaneous Equation Models; Multiple Variables: General
Thema
Non-linear programming
Binary quadratic programming
Mixed-integer programming
Linearization

Ereignis
Geistige Schöpfung
(wer)
Mallach, Sven
Ereignis
Veröffentlichung
(wer)
Springer
(wo)
Berlin, Heidelberg
(wann)
2020

DOI
doi:10.1007/s10288-020-00460-z
Letzte Aktualisierung
10.03.2025, 11:44 MEZ

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Objekttyp

  • Artikel

Beteiligte

  • Mallach, Sven
  • Springer

Entstanden

  • 2020

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