Improved algorithm for mixed-integer quadratic programs and a computational study |
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Authors: | Rafael Lazimy |
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Affiliation: | (1) The Hebrew University, Jerusalem, Israel |
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Abstract: | In a recent paper [6] we suggested an algorithm for solving complicated mixed-integer quadratic programs, based on an equivalent formulation that employs a nonsingular transformation of variables. The objectives of the present paper are two. First, to present an improved version of this algorithm, which reduces substantially its computational requirements; second, to report on the results of a computational study with the revised algorithm. |
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Keywords: | Mixed-Integer Quadratic Programming Quadratic Duality Theory Generalized Benders Decomposition |
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