Convex reformulations for integer quadratic programs
Résumé
-Let (QP) be an integer quadratic program that consists in minimizing a quadratic function
subject to linear constraints. To solve (QP), we reformulate it into an equivalent program with a convex objective function, and we use a Mixed Integer Quadratic Programming solver. This reformulation, called IQCR, is optimal in a certain sense from the continuous relaxation bound point of view. It is deduced from the solution of a SDP relaxation of (QP). Computational experiments are reported.