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Dantzig-Wolfe reformulations for binary quadratic problems

delete2022-01-03
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OA
AI
A
Alberto Ceselli *
L
Lucas Létocart
E
Emiliano Traversi
DOI:10.1007/s12532-021-00206-wdelete
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Abstract

Abstract

En 中文
The purpose of this paper is to provide strong reformulations for binary quadratic problems. We propose a first methodological analysis on a family of reformulations combining Dantzig-Wolfe and Quadratic Convex optimization principles. We show that a few reformulations of our family yield continuous relaxations that are strong in terms of dual bounds and computationally efficient to optimize. As a representative case study, we apply them to a cardinality constrained quadratic knapsack problem, providing extensive experimental insights. We report and analyze in depth a particular reformulation providing continuous relaxations whose solutions turn out to be integer optima in all our tests.
Keywords:
Binary quadratic programming
Decomposition methods
Quadratic convex reformulation
Column generation

Journal

Mathematical Programming Computation cover
Mathematical Programming Computation
IF:
3.6
Papers:
194
Citations:
1.9K

Organization

C
centre national de la recherche scientifique (cnrs)
Scholars:
24.5W
Papers: 18.2W
Citations: 279
U
University of Milan
Scholars:
5.1W
Papers: 3.9W
Citations: 5.0W