Let (QP ) be a 0-1 quadratic program which consists in minimizing a quadratic function subject to linear equality constraints. In this paper, we present QCR, a general method to reformulate (QP ) into an equivalent 0-1 program with a convex quadratic objective function. The reformulated problem can then be efficiently solved by a classical branch-and-bound algorithm, based on continuous relaxat...

Seaport container terminals are source of many interesting large-scale optimization problems, which arise in the management of operations at several decision levels. In this paper we firstly illustrate a recently proposed framework, called two-stage column generation (Salani and Vacca, 2008), which is suitable for a particular class of large-scale problems, where the structure of the original f...

Variational inequalities over sets defined by systems of equalities and inequalities are considered. A new reformulation of the KKT-conditions of the variational inequality as a system of equations is proposed. A related unconstrained minimization reformulation is also investigated. As a by-product of the analysis, a new characterization of strong regularity of KKT-points is given.

In this paper we address the following probabilistic version (PSC) of the set covering problem: min{cx | P(Ax ≥ ξ) ≥ p, xj ∈ {0, 1} j ∈ N} where A is a 0-1 matrix, ξ is a random 0-1 vector and p ∈ (0, 1] is the threshold probability level. In a recent development Saxena, Goyal and Lejeune proposed a MIP reformulation of (PSC) and reported extensive computational results with small and medium si...

This paper discusses joint rectangular geometric chance constrained programs. When the stochastic parameters are elliptically distributed and pairwise independent, we present a reformulation of the joint rectangular geometric chance constrained programs. As the reformulation is not convex, we propose new convex approximations based on variable transformation together with piecewise linear appro...