A Solver for large-scale indefinite quadratic programs

1999 ◽  
Vol 6 (3) ◽  
pp. 501-511
Author(s):  
Seyoung Oh
Keyword(s):  
Large Scale ◽  
Quadratic Programs ◽  
Indefinite Quadratic

Reduction of indefinite quadratic programs to bilinear programs

1992 ◽  
Vol 2 (1) ◽  
pp. 41-60 ◽  
Author(s):  
Pierre Hansen ◽  
Brigitte Jaumard
Keyword(s):  
Quadratic Programs ◽  
Indefinite Quadratic ◽  
Bilinear Programs

A Sparsity Preserving Convexification Procedure for Indefinite Quadratic Programs Arising in Direct Optimal Control

2017 ◽  
Vol 27 (3) ◽  
pp. 2085-2109 ◽  
Author(s):  
Robin Verschueren ◽  
Mario Zanon ◽  
Rien Quirynen ◽  
Moritz Diehl
Keyword(s):  
Optimal Control ◽  
Quadratic Programs ◽  
Direct Optimal Control ◽  
Indefinite Quadratic

scholarly journals Computational Comparison of Exact Solution Methods for 0-1 Quadratic Programs: Recommendations for Practitioners

2020 ◽  
Vol 2020 ◽  
pp. 1-21
Author(s):  
Richard J. Forrester ◽  
Noah Hunt-Isaak
Keyword(s):  
Exact Solution ◽  
Large Scale ◽  
Optimization Problems ◽  
Computational Study ◽  
Integer Program ◽  
Integer Optimization ◽  
Quadratic Programs ◽  
Solution Methods ◽  
Computational Comparison ◽  
Linear Reformulation

This paper is concerned with binary quadratic programs (BQPs), which are among the most well-studied classes of nonlinear integer optimization problems because of their wide variety of applications. While a number of different solution approaches have been proposed for tackling BQPs, practitioners need techniques that are both efficient and easy to implement. We revisit two of the most widely used linearization strategies for BQPs and examine the effectiveness of enhancements to these formulations that have been suggested in the literature. We perform a detailed large-scale computational study over five different classes of BQPs to compare these two linearizations with a more recent linear reformulation and direct submission of the nonlinear integer program to an optimization solver. The goal is to provide practitioners with guidance on how to best approach solving BQPs in an effective and easily implemented manner.

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