TY - JOUR
T1 - A continuation approach for solving binary quadratic program based on a class of NCP-functions
AU - Chen, Jein Shan
AU - Li, Jing Fan
AU - Wu, Jia
PY - 2012/12/15
Y1 - 2012/12/15
N2 - 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.
AB - 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.
KW - Binary quadratic program
KW - Generalized Fischer-Burmeister function
KW - Nonlinear complementarity problem
UR - http://www.scopus.com/inward/record.url?scp=84870064671&partnerID=8YFLogxK
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U2 - 10.1016/j.amc.2012.10.033
DO - 10.1016/j.amc.2012.10.033
M3 - Article
AN - SCOPUS:84870064671
VL - 219
SP - 3975
EP - 3992
JO - Applied Mathematics and Computation
JF - Applied Mathematics and Computation
SN - 0096-3003
IS - 8
ER -