A Binarisation Heuristic for Non-Convex Quadratic Programming with Box Constraints
Laura Galli (laura.galliunipi.it)
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.
Keywords: global optimization; heuristics; integer programming
Category 1: Global Optimization
Category 2: Integer Programming ((Mixed) Integer Nonlinear Programming )
Category 3: Nonlinear Optimization (Quadratic Programming )
Citation: To appear in Operations Research Letters.
Entry Submitted: 05/20/2015
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