A binarisation heuristic for non-convex quadratic programming with box constraints

Galli, Laura and Letchford, Adam Nicholas (2018) A binarisation heuristic for non-convex quadratic programming with box constraints. Operations Research Letters, 46 (5). pp. 529-533. ISSN 0167-6377

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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:
Journal Article
Journal or Publication Title:
Operations Research Letters
Additional Information:
This is the author’s version of a work that was accepted for publication in Operations Research Letters. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Operations Research Letters, 46, 5, 2018 DOI: 10.1016/j.orl.2018.08.005
Uncontrolled Keywords:
?? global optimisationheuristicsinteger programmingmanagement science and operations researchsoftwareapplied mathematicsindustrial and manufacturing engineeringdiscipline-based research ??
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Deposited On:
28 Aug 2018 10:54
Last Modified:
31 Jan 2024 00:31