A fast branch-and-bound algorithm for non-convex quadratic integer optimization subject to linear constraints using ellipsoidal relaxations

• Published in: Operations research letters Vol. 43; no. 4; pp. 384 - 388
• Main Authors: Buchheim, Christoph, De Santis, Marianna, Palagi, Laura
• Format: Journal Article
• Language: English
• Published: Elsevier B.V 01.07.2015
• Subjects: Global optimization; Integer programming; Quadratic programming; Integer programming; Quadratic programming; Global optimization

We propose two exact approaches for non-convex quadratic integer minimization subject to linear constraints where lower bounds are computed by considering ellipsoidal relaxations of the feasible set. In the first approach, we intersect the ellipsoids with the feasible linear subspace. In the second...