Abstract
A bound is obtained in this note for the distance between the integer and real solutions to convex quadratic programs. This bound is a function of the condition number of the Hessian matrix. We further extend this proximity result to convex programs and mixed-integer convex programs. We also show that this bound is achievable in certain situations and the distance between the integer and continuous minimizers may tend to infinity.
| Original language | English |
|---|---|
| Pages (from-to) | 87-92 |
| Journal | Operations Research Letters |
| Volume | 29 |
| Issue number | 2 |
| Online published | 20 Aug 2001 |
| DOIs | |
| Publication status | Published - Sept 2001 |
| Externally published | Yes |
Research Keywords
- Convex program
- Nonlinear integer program
- Proximity analysis
- Quadratic program
Fingerprint
Dive into the research topics of 'On the relationship between the integer and continuous solutions of convex programs'. Together they form a unique fingerprint.Cite this
- APA
- Author
- BIBTEX
- Harvard
- Standard
- RIS
- Vancouver