Some proximity and sensitivity results in quadratic integer programming

Some proximity and sensitivity results in quadratic integer programming

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Article ID: iaor1991667
Country: Netherlands
Volume: 47
Issue: 2
Start Page Number: 259
End Page Number: 268
Publication Date: Jun 1990
Journal: Mathematical Programming (Series A)
Authors: ,
Keywords: programming: quadratic
Abstract:

The authors show that for any optimal solution nz for a given separable quadratic integer programming problem there exist an optimal solution nx for its continuous relaxation such that ||nz-nx||Å••nℝ(A) where n is the number of variables and (A) is the largest absolute subdeterminant of the integer constraint matrix A. Also for any feasible solution z, which is not optimal for the separable quadratic integer programming problem, there exists a feasible solution nz having greater objective function value and with ||nz-z||Å••nℝ(A). The authors further prove, under some additional assumptions, that the distance between a pair of optimal solutions to an integer quadratic programming problem with right hand side vectors b and b', respectively, depends linearly on ||b-b'||1. Finally the validity of all the results for nonseparable mixed-integer quadratic programs is established. The proximity results obtained in this paper are extensions of some of the results described in Cook et al. for linear integer programming.

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