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Transformation-Based Preprocessing for Mixed-Integer Quadratic Programs

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Abstract

This paper presents two preprocessing techniques for mixed-integer quadratic programs with non-convex objective functions, where the continuous part of the Hessian is invertible. The techniques aim at reducing the number of bilinear terms in the objective. Results show that one of the techniques decreases the solution times once the reduction in bilinear terms crosses a threshold.

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Authors and Affiliations

  1. School of Computer Science and Applied Mathematics, Faculty of Science, University of the Witwatersrand, Wits, 2050, South Africa

    Eric Newby

  2. School of Computer Science and Applied Mathematics, Faculty of Science, and TCSE, Faculty of Engineering and Built Environment, University of the Witwatersrand, Wits, 2050, South Africa

    M. Montaz Ali

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  1. Eric Newby
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  2. M. Montaz Ali
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Correspondence to M. Montaz Ali.

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Newby, E., Ali, M.M. Transformation-Based Preprocessing for Mixed-Integer Quadratic Programs. J Optim Theory Appl 168, 1039–1045 (2016). https://doi.org/10.1007/s10957-015-0806-9

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  • DOI: https://doi.org/10.1007/s10957-015-0806-9

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