Enhancing the normalized multiparametric disaggregation technique for mixed-integer quadratic programming

Research output: Contribution to journalArticleScientificpeer-review

Researchers

Research units

  • Pontificia Universidade Catolica do Rio de Janeiro
  • Royal Melbourne Institute of Technology University

Abstract

We propose methods for improving the relaxations obtained by the normalized multiparametric disaggregation technique (NMDT). These relaxations constitute a key component for some methods for solving nonconvex mixed-integer quadratically constrained quadratic programming (MIQCQP) problems. It is shown that these relaxations can be more efficiently formulated by significantly reducing the number of auxiliary variables (in particular, binary variables) and constraints. Moreover, a novel algorithm for solving MIQCQP problems is proposed. It can be applied using either its original NMDT or the proposed reformulation. Computational experiments are performed using both benchmark instances from the literature and randomly generated instances. The numerical results suggest that the proposed techniques can improve the quality of the relaxations.

Details

Original languageEnglish
JournalJOURNAL OF GLOBAL OPTIMIZATION
Publication statusE-pub ahead of print - 17 Dec 2018
MoE publication typeA1 Journal article-refereed

    Research areas

  • Convex relaxation, McCormick envelopes, Nonconvex mixed-integer quadratically constrained quadratic programs, Normalized multiparametric disaggregation technique

ID: 30566039