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.
Galli, L., Letchford, A.N. (2018). A binarisation heuristic for non-convex quadratic programming with box constraints. OPERATIONS RESEARCH LETTERS, 46(5), 529-533 [10.1016/j.orl.2018.08.005].
A binarisation heuristic for non-convex quadratic programming with box constraints
Galli, Laura;
2018
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.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
