Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
9953302 | Operations Research Letters | 2018 | 12 Pages |
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Discrete Mathematics and Combinatorics
Authors
Laura Galli, Adam N. Letchford,