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A Binarisation Heuristic for Non-Convex Quadratic Programming with Box Constraints

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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    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
    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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