Abstract | ||
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The unconstrained binary quadratic programming problem (QP) is a classical non-linear problem of optimizing a quadratic objective by a suitable choice of binary decision variables. This paper proposes new Lagrangean decompositions to find bounds for QP. The methods presented treat a mixed binary linear version (LQP) of QP with constraints represented by a graph. This graph is partitioned into clusters of vertices forming a dual problem that is solved by a subgradient algorithm. The subproblems formed by the generated subgraphs are solved by CPLEX. Computational experiments consider a data set formed by several difficult instances with different features. The results show the efficiency of the proposed methods over traditional Lagrangean relaxations and other methods found in the literature. |
Year | DOI | Venue |
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2011 | 10.1111/j.1475-3995.2009.00743.x | INTERNATIONAL TRANSACTIONS IN OPERATIONAL RESEARCH |
Keywords | Field | DocType |
quadratic programming, Lagrangean decomposition, bounds | Mathematical optimization,Vertex (geometry),Quadratic unconstrained binary optimization,Subgradient method,Binary decision diagram,Quadratic equation,Duality (optimization),Quadratic programming,Mathematics,Binary number | Journal |
Volume | Issue | ISSN |
18 | 2 | 0969-6016 |
Citations | PageRank | References |
4 | 0.42 | 15 |
Authors | ||
2 |
Name | Order | Citations | PageRank |
---|---|---|---|
Geraldo Regis Mauri | 1 | 88 | 8.79 |
Luiz Antonio Nogueira Lorena | 2 | 498 | 36.72 |