A note on solving quadratic programs using mixed-integer programming
type: Item
instance of: scholarly article
title: A note on solving quadratic programs using mixed-integer programming
zbMATH Open document ID: 0664.90068
DOI: 10.1016/0305-0548(89)90010-5
author: Antonie Stam
author: Cliff T. Ragsdale
published in: Computers \& Operations Research
publication date: 1989-01-01T00:00:00Z
review text: It is well-known that quadratic programs can be solved with linear programming-based algorithms utilizing Kuhn-Tucker optimality conditions. However, due to certain linear complementary conditions, these algorithms require a specialized simplex code with modified rules for basis entry. In this paper we show that these linear complementary conditions can be enforced via a mixed-integer formulation of the quadratic programming problem. This formulation may be solved using any general purpose mixed- integer programming code.
Mathematics Subject Classification ID: 90C20
Mathematics Subject Classification ID: 90C11
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C33
zbMATH DE Number: 4087433
zbMATH Keywords: Kuhn-Tucker optimality conditions
zbMATH Keywords: linear complementary
zbMATH Keywords: mixed-integer formulation
describes a project that uses: MINOS
MaRDI profile type: Publication
full work available at URL: 0305-0548(89)90010-5
OpenAlex ID: W2003246387
cites work: The Simplex Method for Quadratic Programming
cites work: Q5608986
cites work: Q3932576
cites work: Q3844775
cites work: Direct algorithms in quadratic programming
cites work: Improved Linear Integer Programming Formulations of Nonlinear Integer Problems
cites work: Branch and Bound Experiments in Convex Nonlinear Integer Programming
description: scientific article; zbMATH DE number 4087433