Result: Lagrangian decomposition of block-separable mixed-integer all-quadratic programs
Title:
Lagrangian decomposition of block-separable mixed-integer all-quadratic programs
Authors:
Source:
Mathematical programming. 102(2):295-312
Publisher Information:
Heidelberg: Springer, 2005.
Publication Year:
2005
Physical Description:
print, 45 ref
Original Material:
INIST-CNRS
Subject Terms:
Control theory, operational research, Automatique, recherche opérationnelle, Mathematics, Mathématiques, Sciences exactes et technologie, Exact sciences and technology, Sciences appliquees, Applied sciences, Recherche operationnelle. Gestion, Operational research. Management science, Recherche opérationnelle et modèles formalisés de gestion, Operational research and scientific management, Programmation mathématique, Mathematical programming, Lagrangien, Lagrangian, Lagrangiano, Optimisation combinatoire, Combinatorial optimization, Optimización combinatoria, Problème valeur propre, Eigenvalue problem, Problema valor propio, Programmation en nombres entiers, Integer programming, Programación entera, Programmation non convexe, Non convex programming, Programación no convexa, Programmation partiellement en nombres entiers, Mixed integer programming, Programación mixta entera, Programmation quadratique, Quadratic programming, Programación cuadrática, Programmation semi définie, Semi definite programming, Programacíon semi definida, Proximal, combinatorial optimization, decomposition, non-convex programming, quadratic programming, semidefinite programming
Document Type:
Academic journal
Article
File Description:
text
Language:
English
Author Affiliations:
Humboldt-Universität zu Berlin, Institut für Mathematik, Rudower Chaussee 25, 12489 Berlin, Germany
ISSN:
0025-5610
Rights:
Copyright 2005 INIST-CNRS
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
Notes:
Operational research. Management
Accession Number:
edscal.16576103
Database:
PASCAL Archive
Further Information
The purpose of this paper is threefold. First we propose splitting schemes for reformulating non-separable problems as block-separable problems. Second we show that the Lagrangian dual of a block-separable mixed-integer all-quadratic program (MIQQP) can be formulated as an eigenvalue optimization problem keeping the block-separable structure. Finally we report numerical results on solving the eigenvalue optimization problem by a proximal bundle algorithm applying Lagrangian decomposition. The results indicate that appropriate block-separable reformulations of MIQQPs could accelerate the running time of dual solution algorithms considerably.