Valid inequalities for quadratic optimisation with domain constraints
نویسندگان
چکیده
In 2013, Buchheim and Wiegele introduced a quadratic optimisation problem, in which the domain of each variable is closed subset reals. This problem includes several other important problems as special cases. We study some convex sets polyhedra associated with derive families strong valid inequalities. also present encouraging computational results, obtained by applying our inequalities to (a) integer programs box constraints (b) portfolio semi-continuous variables.
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ژورنال
عنوان ژورنال: Discrete Optimization
سال: 2021
ISSN: ['1873-636X', '1572-5286']
DOI: https://doi.org/10.1016/j.disopt.2021.100661