Decomposition and Linearization for 0-1 Quadratic Programming |
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Authors: | Sourour Elloumi Alain Faye Eric Soutif |
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Affiliation: | (1) CEDRIC-CNAM, 292 rue Saint-Martin, F-75141 Paris cedex 03, France;(2) CEDRIC-IIE, 18 allée Jean Rostand, F-91025 Evry cedex, France |
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Abstract: | ![]() This paper presents a general decomposition method to compute bounds for constrained 0-1 quadratic programming. The best decomposition is found by using a Lagrangian decomposition of the problem. Moreover, in its simplest version this method is proved to give at least the bound obtained by the LP-relaxation of a non-trivial linearization. To illustrate this point, some computational results are given for the 0-1 quadratic knapsack problem. |
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Keywords: | quadratic 0-1 programming mixed integer programming Lagrangian decomposition linearization |
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