A new local and global optimization method for mixed integer quadratic programming problems (Q606807)

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scientific article; zbMATH DE number 5817340
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A new local and global optimization method for mixed integer quadratic programming problems
scientific article; zbMATH DE number 5817340

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    A new local and global optimization method for mixed integer quadratic programming problems (English)
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    18 November 2010
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    The authors consider the following mixed integer quadratic optimization problem with box constraints \[ \min f(x)= {1\over 2} x^T Ax+ a^T x,\quad x\in\mathbb{R}^n, \] \[ \text{s.t. }x\in U:= \{(x_1,\dots, x_n)^T|^{x_i\in \{u_i+1,\dots, v_i\}, i\in I}_{x_i\in [u_i, v_i],\;i\in J}\} \] and present a new local and global optimization method by using optimality conditions. Numerical experiments are given and show that the new approach is effective and stable.
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    mixed integer quadratic programming problem
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    optimization method
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    global optimality condition
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    auxiliary function
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