Exploiting structure in non-convex quadratic optimization

Please always quote using this URN: urn:nbn:de:0297-zib-69476
  • The amazing success of computational mathematical optimization over the last decades has been driven more by insights into mathematical structures than by the advance of computing technology. In this vein, we address applications, where nonconvexity in the model poses principal difficulties. This paper summarizes the dissertation of Jonas Schweiger for the occasion of the GOR dissertation award 2018. We focus on the work on non-convex quadratic programs and show how problem specific structure can be used to obtain tight relaxations and speed up Branch&Bound methods. Both a classic general QP and the Pooling Problem as an important practical application serve as showcases.

Download full text files

Export metadata

Metadaten
Author:Jonas SchweigerORCiD
Document Type:ZIB-Report
Tag:Cutting Planes; Nonconvexity; Pooling Problem; Quadratic Programming; Relaxations; Standard Quadratic Programming
MSC-Classification:90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING / 90Cxx Mathematical programming [See also 49Mxx, 65Kxx] / 90C20 Quadratic programming
90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING / 90Cxx Mathematical programming [See also 49Mxx, 65Kxx] / 90C26 Nonconvex programming, global optimization
Date of first Publication:2018/07/16
Series (Serial Number):ZIB-Report (18-35)
ISSN:1438-0064