Characterization of optimal points in binary convex quadratic programming

Characterization of optimal points in binary convex quadratic programming

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Article ID: iaor20072604
Country: United Kingdom
Volume: 56
Issue: 1/2
Start Page Number: 39
End Page Number: 47
Publication Date: Apr 2007
Journal: Optimization
Authors:
Abstract:

In an earlier study, QP-problems with strict convex objective functions ƒ were investigated in order to detect constraints that are not active at the optimal point x*. It turned out, that simple calculations performed in parallel with a QP-solver allow a decision to delete restrictions from the problem. The results can also be generalized to the case of positive semi-definite problems. In this article it is shown that the technique presented there allows to characterize optimal points of QP with 0–1 entries. This characterization essentially makes use of the fact that for the relaxed problem exactly one of the constraints xi = 0 or xi = 1, respectively, is superfluous.

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