We present a new heuristic for the global solution of box constrained quadratic problems, based on the classical results which hold for the minimization of quadratic problems with ellipsoidal constraints. The approach is tested on several problems randomly generated and on graph instances from the DIMACS challenge, medium size instances of the Maximum Clique Problem. The numerical results seem to suggest some effectiveness of the proposed approach.
Ellipsoidal approach to box-constrained quadratic problems / Bomze, I. M.; DE ANGELIS, P. L.; Toraldo, Gerardo. - In: JOURNAL OF GLOBAL OPTIMIZATION. - ISSN 0925-5001. - STAMPA. - 28:(2004), pp. 1-15. [10.1023/B:JOGO.0000006654.34226.fe]
Ellipsoidal approach to box-constrained quadratic problems
TORALDO, GERARDO
2004
Abstract
We present a new heuristic for the global solution of box constrained quadratic problems, based on the classical results which hold for the minimization of quadratic problems with ellipsoidal constraints. The approach is tested on several problems randomly generated and on graph instances from the DIMACS challenge, medium size instances of the Maximum Clique Problem. The numerical results seem to suggest some effectiveness of the proposed approach.| File | Dimensione | Formato | |
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