Group for Research in Decision Analysis

Quadratic Convex Reformulation for Discrete Quadratic

Sourour Elloumi ENSIIE, France

We review the Quadratic Convex Reformulation approach for binary quadratic programs. We show that it can be viewed in a unified framework with linearization. We then present extensions to the general integers and mixed variables cases and to problems with quadratic constraints. We give some numerical results showing the efficiency of the approach.