A binarisation heuristic for non-convex quadratic programming with box constraints
نویسندگان
چکیده
منابع مشابه
A Binarisation Approach to Non-Convex Quadratically Constrained Quadratic Programs
The global optimisation of non-convex quadratically constrained quadratic programs is a notoriously difficult problem, being not only NP-hard in the strong sense, but also very difficult in practice. We present a new heuristic approach to this problem, which enables one to obtain solutions of good quality in reasonable computing times. The heuristic consists of four phases: binarisation, convex...
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ژورنال
عنوان ژورنال: Operations Research Letters
سال: 2018
ISSN: 0167-6377
DOI: 10.1016/j.orl.2018.08.005