Show simple item record

2002-05-31Buch DOI: 10.18452/2620
Lagrangian Decomposition of Mixed-Integer All-Quadratic Programs
dc.contributor.authorNowak, Ivo
dc.date.accessioned2017-06-15T17:45:03Z
dc.date.available2017-06-15T17:45:03Z
dc.date.created2005-11-04
dc.date.issued2002-05-31
dc.identifier.issn0863-0976
dc.identifier.urihttp://edoc.hu-berlin.de/18452/3272
dc.description.abstractThe purpose of this paper is threefold. First 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. Second we propose splitting schemes for reformulating non-separable problems as block-separable problems. 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.eng
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, Institut für Mathematik
dc.subjectdecompositioneng
dc.subjectsemidefinite programmingeng
dc.subjectquadratic programmingeng
dc.subjectcombinatorial optimizationeng
dc.subjectnon-convex programmingeng
dc.subject.ddc510 Mathematik
dc.titleLagrangian Decomposition of Mixed-Integer All-Quadratic Programs
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-10052548
dc.identifier.doihttp://dx.doi.org/10.18452/2620
local.edoc.container-titlePreprints aus dem Institut für Mathematik
local.edoc.pages22
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-volume2002
local.edoc.container-issue7
local.edoc.container-year2002
local.edoc.container-erstkatid2075199-0

Show simple item record