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Mardi 30 Janvier
| Heure: |
12:30 - 13:30 |
| Lieu: |
Salle B107, bâtiment B, Université de Villetaneuse |
| Résumé: |
Decomposition methods for quadratic programming |
| Description: |
Emiliano Traversi The purpose of this talk is to present two decomposition methods for quadratic problems. First, we propose a methodological analysis on a family of reformulations combining Dantzig-Wolfe decomposition and Quadratic Convex Reformulation principles for binary quadratic problems. As a representative case study, we apply them to a cardinality constrained quadratic knapsack problem. Secondly, we analyze a simplicial decomposition like algorithmic framework that handles convex quadratic programs in an effective way. In particular, we propose two tailored strategies for solving the master problem and we describe a few techniques for speeding up the solution of the pricing problem. We report extensive numerical experiments on both real-world and generic quadratic programs. |
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