TITLE:
A Continuous Approach to Binary Quadratic Problems
AUTHORS:
Zhi Liu, Zhensheng Yu, Yunlong Wang
KEYWORDS:
Binary Quadratic Program, Continuous Approach, NCP Function, Nonlinear Programming, Aggregate Function, Multiplier Penalty Function
JOURNAL NAME:
Journal of Applied Mathematics and Physics,
Vol.6 No.8,
August
29,
2018
ABSTRACT: This paper presents a continuous method for solving
binary quadratic programming problems. First, the original problem is converted
into an equivalent continuous optimization problem by using NCP (Nonlinear Complementarity Problem) function, which can be further carry
on the smoothing processing by aggregate function. Therefore, the original
combinatorial optimization problem could be transformed into a general
differential nonlinear programming problem, which can be solved by mature
optimization technique. Through some numerical experiments, the applicability,
robustness, and solution quality of the approach are proved, which could be
applied to large scale problems.