A new local and global optimization method for mixed integer quadratic programming problems
type: Item
instance of: scholarly article
title: A new local and global optimization method for mixed integer quadratic programming problems
zbMATH Open document ID: 1206.65161
author: G. Q. Li
author: J. Quan
author: Zhiyou Wu
published in: Applied Mathematics and Computation
publication date: 2010-11-18T00:00:00Z
review text: 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.
reviewed by: Hans Benker
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C11
Mathematics Subject Classification ID: 90C20
Mathematics Subject Classification ID: 90C30
zbMATH DE Number: 5817340
zbMATH Keywords: mixed integer quadratic programming problem
zbMATH Keywords: optimization method
zbMATH Keywords: global optimality condition
zbMATH Keywords: auxiliary function
describes a project that uses: BARON
describes a project that uses: MISQP
MaRDI profile type: Publication
full work available at URL: j.amc.2010.07.062
OpenAlex ID: W2045625580
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DOI: 10.1016/J.AMC.2010.07.062
description: scientific article; zbMATH DE number 5817340