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.
2018
Galli, Laura; Letchford, Adam N.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11568/953999
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