A continuation approach for solving binary quadratic program based on a class of NCP-functions

نویسندگان

  • Jein-Shan Chen
  • Jing-Fan Li
  • Jia Wu
چکیده

In the paper, we consider a continuation approach for the binary quadratic program (BQP) based on a class of NCP-functions. More specifically, we recast the BQP as an equivalent minimization and then seeks its global minimizer via a global continuation method. Such approach had been considered in [11] which is based on the Fischer-Burmeister function. We investigate this continuation approach again by using a more general function, called the generalized Fischer-Burmeister function. However, the theoretical background for such extension can not be easily carried over. Indeed, it needs some subtle analysis.

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عنوان ژورنال:
  • Applied Mathematics and Computation

دوره 219  شماره 

صفحات  -

تاریخ انتشار 2012