Galli, Laura and Letchford, Adam N. A Binarisation Heuristic for Non-Convex Quadratic Programming with Box Constraints. Technical Report del dipartimento di Informatica, TR . Università di Pisa, Pisa, IT. (Submitted)
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Official URL: http://www.di.unipi.it/it/ricerca/tr
Abstract
Non-convex quadratic programming with box constraints is a fundamental problem in the global optimization literature, being one of the simplest NP-hard nonlinear programs. We present a new heuristic for this problem, which enables one to obtain solutions of excellent quality in reasonable computing times. The heuristic consists of four phases: binarisation, convexification, branch-and-bound, and local optimisation. Some very encouraging computational results are given.
Item Type: | Book |
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Uncontrolled Keywords: | Global optimisation, heuristics, integer programming |
Subjects: | Area01 - Scienze matematiche e informatiche > MAT/09 - Ricerca operativa |
Divisions: | Dipartimenti (from 2013) > DIPARTIMENTO DI INFORMATICA |
Depositing User: | Dr Laura Galli |
Date Deposited: | 18 Jul 2018 09:07 |
Last Modified: | 18 Jul 2018 09:17 |
URI: | http://eprints.adm.unipi.it/id/eprint/2385 |
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