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Exact Optimal Solution to Nonseparable Concave Quadratic Integer Programming Problems

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Modeling and Optimization: Theory and Applications (MOPTA 2017)

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Abstract

Nonseparable quadratic integer programming problems have extensive applications in real world and have received considerable attentions. In this paper, a new exact algorithm is presented for nonseparable concave quadratic integer programming problems. This algorithm is of a branch and bound frame, where the lower bound is obtained by solving a quadratic convex programming problem and the branches are partitioned via a special domain cut technique by which the optimality gap is reduced gradually. The optimal solution to the primal problem can be found in a finite number of iterations. Numerical results are also reported to illustrate the efficiency of our algorithm.

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Author information

Authors and Affiliations

  1. College of Science, Nanjing University of Aeronautics and Astronautics, Nanjing, China

    Fenlan Wang

Authors
  1. Fenlan Wang
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Correspondence to Fenlan Wang .

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Editors and Affiliations

  1. Dept of Industrial & Systems Engineering, Lehigh University, Bethlehem, PA, USA

    János D. Pintér

  2. Dept of Industrial & Systems Engineering, Lehigh University, Bethlehem, PA, USA

    Tamás Terlaky

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Wang, F. (2019). Exact Optimal Solution to Nonseparable Concave Quadratic Integer Programming Problems. In: Pintér, J.D., Terlaky, T. (eds) Modeling and Optimization: Theory and Applications. MOPTA 2017. Springer Proceedings in Mathematics & Statistics, vol 279. Springer, Cham. https://doi.org/10.1007/978-3-030-12119-8_9

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