Abstract
In the paper, we consider a continuation approach for the binary quadratic program (BQP) based on a class of NCP-functions. More specifically, we recast the BQP as an equivalent minimization and then seeks its global minimizer via a global continuation method. Such approach had been considered in [11] which is based on the Fischer-Burmeister function. We investigate this continuation approach again by using a more general function, called the generalized Fischer-Burmeister function. However, the theoretical background for such extension can not be easily carried over. Indeed, it needs some subtle analysis.
Original language | English |
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Pages (from-to) | 3975-3992 |
Number of pages | 18 |
Journal | Applied Mathematics and Computation |
Volume | 219 |
Issue number | 8 |
DOIs | |
Publication status | Published - 2012 Dec 15 |
Keywords
- Binary quadratic program
- Generalized Fischer-Burmeister function
- Nonlinear complementarity problem
ASJC Scopus subject areas
- Computational Mathematics
- Applied Mathematics