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Semidefinite Relaxations of the Quadratic Knapsack Problem

We consider convex relaxations for the quadratic knapsack problem,
QKP. We use a parametric convex quadratic semidefinite programming
relaxation. This maintains partial quadratic information from the
original QKP by perturbing the quadratic form to obtain a convex
quadratic term and then linearizing the concave remainder. Our best
bounds are obtained from alternating between optimizing the parametric
quadratic SDP relaxation over the perturbation and finding and adding
a best cutting plane.

Time: Fri 2017-10-06 11.00 - 12.00

Location: Seminar room F11, Lindstedtsvägen 22

Participating: Fei Wang

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