Quadratic Convex Reformulation: Basic Concepts and Extensions

Sourour Ellooumi is Professor at the Unité de Mathématiques Appliquées à l'ENSTA (École Nationale Supérieure de Techniques Avancées) Paris.
She is responsable of the group Optimisation Commande de l'Unité de Mathématiques Appliquées and a member of the group in Optimisation Combinatoire del CEDRIC. - Centre d’études et de recherche en informatique et communications
She is visiting DIAG fron June 9 to July 9, 2025.
ABSTRACT:
We review the ideas and preliminary results of quadratic convex reformulation for finding exact (or global) solutions to quadratic programs with binary variables. Then, we show its extension to quadratic programs in mixed-integer variables. Lastly, we present an adaptation to polynomial problems in binary variables, as well as the links between this adaptation and the Lasserre hierarchy. We illustrate these concepts with numerical experiments.