Publications of Claudio Gentile
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This page shows all publications that appeared in the IASI annual research reports.
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Show all publications of the year
2009, with author Gentile C., in the category IASI Research Reports
(or show them all): IASI Research Report n. 09-09 (Previous Next) Antonio Frangioni, Claudio Gentile, Grande E., Pacifici A.Projected Perspective Reformulations with applications in design problemsABSTRACT The Perspective Relaxation (PR) is a general approach for
constructing tight approximations to Mixed-Integer NonLinear Problems
with semicontinuous variables. The PR of a MINLP can be formulated
either as a Mixed-Integer Second-Order Cone Program (provided that the
original objective function is SOCP-representable), or as a
Semi-Infinite MINLP. In this paper, we show that under some further
assumptions (rather restrictive, but satisfied in several practical
applications), the PR of Mixed-Integer Quadratic Program can also be
reformulated as a piecewise linear-quadratic problem, ultimately
yielding a QP relaxation of roughly the same size of the standard
continuous relaxation. Furthermore, if the original problem has some
exploitable structure, then this structure is typically preserved in
the reformulation, thus allowing to construct specialized approaches
for solving the PR. We report on implementing these ideas on two
MIQPs with appropriate structure: a sensor placement problem and a
Quadratic-cost (single-commodity) network design problem. |
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