Yang Wang

Extreme Strong Branching for QCQPs

  • Santanu S. Dey
  • Dahye Han
  • Yang Wang
    • Categories (Mixed) Integer Nonlinear Programming, Applications - OR and Management Sciences, Global Optimization

    For mixed-integer programs (MIPs), strong branching is a highly effective variable selection method to reduce the number of nodes in the branch-and-bound algorithm. Extending it to nonlinear problems is conceptually simple but practically limited. Branching on a binary variable fixes the variable to 0 or 1, whereas branching on a continuous variable requires an additional … Read more

    New SOCP relaxation and branching rule for bipartite bilinear programs

  • Santanu S. Dey
  • Asteroide Santana
  • Yang Wang
    • Categories Global Optimization Applications, Global Optimization Theory

    A bipartite bilinear program (BBP) is a quadratically constrained quadratic optimization problem where the variables can be partitioned into two sets such that fixing the variables in any one of the sets results in a linear program. We propose a new second order cone representable (SOCP) relaxation for BBP, which we show is stronger than … Read more