Solving Mixed-Integer Quadratic Programs via Nonnegative Least Squares

Solving Mixed-Integer Quadratic Programs Via Nonnegative Least Squares

Abstract: This paper proposes a new algorithm for solving Mixed-Integer Quadratic Programming (MIQP) problems. The algorithm is particularly tailored to solving small-scale MIQPs such as those that arise in embedded hybrid Model Predictive Control (MPC) applications. The approach combines branch and bound (B&B) with nonnegative least squares (NNLS), that are used to solve Quadratic Programming ...

Reformulating Mixed-Integer Quadratically Constrained Quadratic Programs

It is well known that semidefinite programming (SDP) can be used to derive useful relaxations for a variety of optimisation problems. Moreover, in the particular case of mixed-integer quadratic programs, SDP has been used to reformulate problems, rather than merely relax them. The purpose of reformulation is to strengthen the continuous relaxation of the problem, while leaving the optimal solut...

Exploiting Solving Phases for Mixed-Integer Programs

Modern MIP solving software incorporates dozens of auxiliary algorithmic components for supporting the branch-and-bound search in finding and improving solutions and in strengthening the relaxation. Intuitively, a dynamic solving strategy with an appropriate emphasis on different solving components and strategies is desirable during the search process. We propose an adaptive solver behavior tha...

MILES: MATLAB package for solving Mixed Integer LEast Squares problems Theory and Algorithms

GPS TOOL BOX MILES: MATLAB package for solving Mixed Integer LEast Squares problems

In GNSS, for fixing integer ambiguities and estimating positions, a mixed integer least squares problem has to be solved. The MATLAB package MILES provides fast and numerically reliable routines to solve this problem. In the process of solving a mixed integer least squares problem, an ordinary integer least squares problem is solved. Thus this package can also be used to solve an ordinary integ...