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

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摘要

In this paper, a new local optimization method for mixed integer quadratic programming problems with box constraints is presented by using its necessary global optimality conditions. Then a new global optimization method by combining its sufficient global optimality conditions and an auxiliary function is proposed. Some numerical examples are also presented to show that the proposed optimization methods for mixed integer quadratic programming problems with box constraints are very efficient and stable.

论文关键词:Mixed integer quadratic programming problem,Optimization method,Global optimality condition,Auxiliary function

论文评审过程:Available online 4 August 2010.

论文官网地址:https://doi.org/10.1016/j.amc.2010.07.062