A Binarisation Approach to Non-Convex Quadratically Constrained Quadratic Programs
نویسندگان
چکیده
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, convexification, branchand-bound and local optimisation. Computational results, on boxconstrained and point packing instances, are encouraging.
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