摘要
This paper presents a continuous method for solving binary quadratic programming problems. First, the original problem is converted into an equivalent continuous optimization problem by using NCP (Nonlinear Complementarity Problem) function, which can be further carry on the smoothing processing by aggregate function. Therefore, the original combinatorial optimization problem could be transformed into a general differential nonlinear programming problem, which can be solved by mature optimization technique. Through some numerical experiments, the applicability, robustness, and solution quality of the approach are proved, which could be applied to large scale problems.
This paper presents a continuous method for solving binary quadratic programming problems. First, the original problem is converted into an equivalent continuous optimization problem by using NCP (Nonlinear Complementarity Problem) function, which can be further carry on the smoothing processing by aggregate function. Therefore, the original combinatorial optimization problem could be transformed into a general differential nonlinear programming problem, which can be solved by mature optimization technique. Through some numerical experiments, the applicability, robustness, and solution quality of the approach are proved, which could be applied to large scale problems.
