A continuation approach for solving binary quadratic program based on a class of NCP-functions

作者：Chen, Jein-Shan^*; Li, Jing-Fan; Wu, Jia

来源：Applied Mathematics and Computation, 2012, 219(8): 3975-3992.

DOI：10.1016/j.amc.2012.10.033

• Nonlinear complementarity problem
• Generalized Fischer-Burmeister function
• Binary quadratic program

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.

• 出版日期2012-12-15
• 单位大连理工大学