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• W2288470313 abstract "We present algorithm MIQCR-CB that is an advancement of method MIQCR~(Billionnet, Elloumi and Lambert, 2012). MIQCR is a method for solving mixed-integer quadratic programs and works in two phases: the first phase determines an equivalent quadratic formulation with a convex objective function by solving a semidefinite problem $(SDP)$, and, in the second phase, the equivalent formulation is solved by a standard solver. As the reformulation relies on the solution of a large-scale semidefinite program, it is not tractable by existing semidefinite solvers, already for medium sized problems. To surmount this difficulty, we present in MIQCR-CB a subgradient algorithm within a Lagrangian duality framework for solving $(SDP)$ that substantially speeds up the first phase. Moreover, this algorithm leads to a reformulated problem of smaller size than the one obtained by the original MIQCR method which results in a shorter time for solving the second phase. We present extensive computational results to show the efficiency of our algorithm." @default.
• W2288470313 created "2016-06-24" @default.
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• W2288470313 date "2017-05-01" @default.
• W2288470313 modified "2023-10-15" @default.
• W2288470313 title "Using a Conic Bundle Method to Accelerate Both Phases of a Quadratic Convex Reformulation" @default.
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• W2288470313 doi "https://doi.org/10.1287/ijoc.2016.0731" @default.
• W2288470313 hasPublicationYear "2017" @default.
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