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A computational study on QP problems with general linear constraints

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Abstract

In this paper we consider Quadratic Programming (QP) problems with general linear constraints. We show, through a computational investigation, that a careful selection of a suitable reformulation of such problems, together with the related relaxation, and an intensive application of bound tightening are simple but very effective ingredients in order to make a standard branch and bound approach very competitive and in some cases able to outperform even well known commercial solvers.

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Authors and Affiliations

  1. DIAG - “Sapienza” University of Rome/IASI, CNR, Rome, Italy

    G. Liuzzi

  2. DIA, Università degli Studi di Parma, Parma, Italy

    M. Locatelli

  3. DICII - University of Rome Tor Vergata, Rome, Italy

    V. Piccialli

Authors
  1. G. Liuzzi
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  2. M. Locatelli
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  3. V. Piccialli
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Correspondence to M. Locatelli.

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Liuzzi, G., Locatelli, M. & Piccialli, V. A computational study on QP problems with general linear constraints. Optim Lett 16, 1633–1647 (2022). https://doi.org/10.1007/s11590-021-01846-6

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  • DOI: https://doi.org/10.1007/s11590-021-01846-6

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