Non-convex quadratic programming with box constraints is a fundamental problem in the global optimisation 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.
A binarisation heuristic for non-convex quadratic programming with box constraints
Galli, Laura;
2018-01-01
Abstract
Non-convex quadratic programming with box constraints is a fundamental problem in the global optimisation 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.File in questo prodotto:
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Open Access dal 28/03/2022
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