Unconstrained formulation of standard quadratic optimization problems
A standard quadratic optimization problem (StQP) consists of nding the largest or smallest value of a (possibly indenite) quadratic form over the standard simplex which is the intersection of a hyperplane with the positive orthant. This NP-hard problem has several immediate real-world applications like the Maximum-Clique Problem, and it also occurs in a natural way as a subproblem in quadratic programming with linear constraints. We propose unconstrained reformulations of StQPs, by using dierent approaches. We test our method on clique problems from the DIMACS challenge.
Year of publication: |
2010
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Authors: | Bomze, Immanuel M. ; Grippo, Luigi ; Palagi, Laura |
Institutions: | Dipartimento di Ingegneria Informatica, Automatica e Gestionale "Antonio Ruberti", Facoltà di Ingegneria dell'Informazione Informatica e Statistica |
Saved in:
freely available
Extent: | application/pdf |
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Series: | DIS Technical Reports. - ISSN 2035-5750. |
Type of publication: | Book / Working Paper |
Notes: | Number 2010-12 |
Source: |
Persistent link: https://www.econbiz.de/10010597725
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