A filled function method for quadratic programs with binary constraints

作者：Wu Z Y^*; Yang Y J; Bai F S

来源：Optimization, 2009, 58(5): 585-598.

DOI：10.1080/02331930902928757

• quadratic programs
• binary constraints
• filled function method
• global optimization
• global optimality conditions

In this article, we first introduce a definition of a local minimizer for the quadratic programs with {-1, 1} constraints and show that the existing necessary condition of global optimality in some recent literature is in fact the necessary and sufficient condition of local optimality under the present definition. A filled function and the corresponding filled function algorithm then are proposed to get the global minimizer of the concerned minimization problem. The existing sufficient condition of global optimality is employed to form one of the termination rules of the algorithm. Several numerical examples are reported to show the efficiency of the present method for solving quadratic programs with binary constraints.

• 出版日期2009
• 单位上海大学