We provide several applications of the linearization problem of a binary quadratic problem. We propose a new lower bounding strategy, called the linearization-based scheme, that is based on a simple certificate for a quadratic function to be non-negative on the feasible set. Each linearization-based bound requires a set of linearizable matrices as an input. We prove that the Generalized Gilmore-Lawler bounding scheme for binary quadratic problems provides linearization-based bounds. Moreover, we show that the bound obtained from the first level reformulation linearization technique is also a type of linearization-based bound, which enables us to provide a comparison among mentioned bounds. However, the strongest linearization-based bound is the one that uses the full characterization of the set of linearizable matrices. Finally, we present a polynomial-time algorithm for the linearization problem of the quadratic shortest path problem on directed acyclic graphs. Our algorithm gives a complete characterization of the set of linearizable matrices for the quadratic shortest path problem.
The quadratic assignment problem: the linearization of Xia and Yuan is weaker than the linearization of Adams and Johnson and a family of cuts to narrow the gap
Constrained Optimization From a Control Perspective via Feedback Linearization
Massachusetts Institute of Technology(麻省理工学院);Mitsubishi Electric Research Laboratories(三菱电机研究实验室);University of Illinois Urbana-Champaign(伊利诺伊大学厄巴纳-香槟分校);Harvard University(哈佛大学)
A second-order cone representable class of nonconvex quadratic programs
H. Milton Stewart School of Industrial and Systems Engineering, Georgia Institute of Technology(佐治亚理工学院 H. 米尔顿·斯图尔特工业与系统工程学);Department of Industrial and Systems Engineering, Lehigh University(利哈伊大学工业与系统工程学系)
The equivalence between doubly nonnegative relaxation and semidefinite relaxation for binary quadratic programming problems
最近已经表明(Burer,Math. Program Ser.A120:479-495,2009),可以将一大类NP难的非凸二次规划问题建模为所谓的完全正规划问题,其是凸的但通常仍然是NP难的。通过双重非负松弛得到一个基本的易处理松弛,从而得到一个双重非负规划。本文证明了二元二次规划(BQP)问题的双重非负松弛等价于它的一个紧半正定松弛,当问题(BQP)化为最大割(MC)问题时,它的双重非负松弛等价于标准半正定松弛.此外,一些比较的数值结果报告。