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 |
|---|---|
| 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