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Lagrangian decomposition of block-separable mixed-integer all-quadratic programs

块可分离的混合整数 all-quadraticprograms 的 Lagrangian 分解

作     者:Nowak, N 

作者机构:Humboldt Univ Inst Math D-12489 Berlin Germany 

出 版 物:《MATHEMATICAL PROGRAMMING》 (数学规划)

年 卷 期:2005年第102卷第2期

页      面:295-312页

核心收录:

学科分类:1201[管理学-管理科学与工程(可授管理学、工学学位)] 07[理学] 070104[理学-应用数学] 0835[工学-软件工程] 0701[理学-数学] 

主  题:semidefinite programming quadratic programming combinatorial optimization non-convex programming decomposition 

摘      要: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.

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