Unconstrained formulation of standard quadratic optimization problems
AbstractA 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.
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Bibliographic InfoPaper provided by Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza" in its series DIS Technical Reports with number 2010-12.
Date of creation: 2010
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- Immanuel Bomze & Chen Ling & Liqun Qi & Xinzhen Zhang, 2012. "Standard bi-quadratic optimization problems and unconstrained polynomial reformulations," Journal of Global Optimization, Springer, vol. 52(4), pages 663-687, April.
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