A standard quadratic optimization problem (StQP) consists of finding the largest or smallest value of a (possibly indefinite) 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 different approaches. We test our method on clique problems from the DIMACS challenge.

Unconstrained formulation of standard quadratic optimization problems / Immanuel M., Bomze; Grippo, Luigi; Palagi, Laura. - In: TOP. - ISSN 1134-5764. - STAMPA. - 20:1(2012), pp. 35-51. [10.1007/s11750-010-0166-4]

Unconstrained formulation of standard quadratic optimization problems

GRIPPO, Luigi;PALAGI, Laura
2012

Abstract

A standard quadratic optimization problem (StQP) consists of finding the largest or smallest value of a (possibly indefinite) 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 different approaches. We test our method on clique problems from the DIMACS challenge.
2012
exact penalization; maximum clique; standard quadratic optimization
01 Pubblicazione su rivista::01a Articolo in rivista
Unconstrained formulation of standard quadratic optimization problems / Immanuel M., Bomze; Grippo, Luigi; Palagi, Laura. - In: TOP. - ISSN 1134-5764. - STAMPA. - 20:1(2012), pp. 35-51. [10.1007/s11750-010-0166-4]
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