Výsledky vyhľadávania - constrained binary quadratic programming (((problem OR problemy) OR problemsssys) OR problemsssys)*

Mining for diamonds—Matrix generation algorithms for binary quadratically constrained quadratic problems Autor Bettiol, Enrico, Bomze, Immanuel, Létocart, Lucas, Rinaldi, Francesco, Traversi, Emiliano

“…In this paper, we consider binary quadratically constrained quadratic problems and propose a new approach to generate stronger bounds than the ones obtained using the Semidefinite Programming relaxation…”
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QPLIB: a library of quadratic programming instances Autor Furini, Fabio, Traversi, Emiliano, Belotti, Pietro, Frangioni, Antonio, Gleixner, Ambros, Gould, Nick, Liberti, Leo, Lodi, Andrea, Misener, Ruth, Mittelmann, Hans, Sahinidis, Nikolaos V., Vigerske, Stefan, Wiegele, Angelika

“…This paper describes a new instance library for quadratic programming (QP), i.e., the family of continuous and (mixed…”
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On linearization techniques for budget-constrained binary quadratic programming problems Autor Yang, Mei-Jia, Xia, Yong, Zou, Hui-Min

“…Glover’s linearization technique is revisited for solving the binary quadratic programming problem with a budget constraint (BBQP…”
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Polynomial time solvable algorithms to a class of unconstrained and linearly constrained binary quadratic programming problems Autor Gu, Shenshen, Cui, Rui, Peng, Jiao

“… However, it is NP-hard and lacks efficient algorithms. Due to this reason, in this paper, some novel polynomial algorithms are proposed to solve a class of unconstrained and linearly constrained binary quadratic programming problems…”
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Digital Annealing Engine for High-speed Solving of Constrained Binary Quadratic Problems on Multiple GPUs Autor Katayama, Kentaro, Yoneoka, Noboru, Kanda, Kouichi, Tamura, Hirotaka, Nakayama, Hiroshi, Watanabe, Yasuhiro

“…This paper presents a digital annealing engine capable of high-speed solving the Binary Quadratic Programming Problem (BQP…”
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Quadratic convex reformulation for nonconvex binary quadratically constrained quadratic programming via surrogate constraint Autor Zheng, Xiaojin, Pan, Yutong, Cui, Xueting

“…We investigate in this paper nonconvex binary quadratically constrained quadratic programming (QCQP…”
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Semidefinite Approximation for Mixed Binary Quadratically Constrained Quadratic Programs Autor Xu, Zi, Hong, Mingyi, Luo, Zhi-Quan

“…) relaxation techniques for some mixed binary quadratically constrained quadratic programs (MBQCQP) and analyzes their approximation performance…”
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A quadratic simplex algorithm for primal optimization over zero-one polytopes Autor Mallach, Sven

“… Computational experiments for unconstrained binary quadratic programs, maximum cut, and the quadratic assignment problem serve as a proof of concept and underline the importance of a pivoting rule…”
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A Quantum Approach for Stochastic Constrained Binary Optimization Autor Gupta, Sarthak, Kekatos, Vassilis

“… To this end, this work puts forth a quantum heuristic to cope with stochastic binary quadratically constrained quadratic programs (QCQP…”
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Machine-Cell and Part-Family Formation via Neurodynamics-Driven Constrained Binary Matrix Factorization Autor Li, Hongzong, Wang, Jun

“… A constrained binary matrix factorization problem is formulated for machine-cell and part-family formation to minimize the number of exceptional elements (EEs…”
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Binary classification posed as a quadratically constrained quadratic programming and solved using particle swarm optimization Autor KUMAR, DEEPAK, RAMAKRISHNAN, A G

“… Binary classification is posed as a quadratically constrained quadratic problem and solved using the proposed method…”
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Symmetry Detection for Quadratic Optimization Using Binary Layered Graphs Autor Kouyialis, Georgia, Wang, Xiaoyu, Misener, Ruth

“…, of branch-and-bound when symmetry induces many equivalent branches. This paper develops detection methods for symmetry groups in quadratically-constrained quadratic optimization problems…”
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Accelerating stochastic sequential quadratic programming for equality constrained optimization using predictive variance reduction Autor Berahas, Albert S., Shi, Jiahao, Yi, Zihong, Zhou, Baoyu

“…In this paper, we propose a stochastic method for solving equality constrained optimization problems that utilizes predictive variance reduction…”
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A Quantum Annealing Algorithm for the Resource-Constrained Excavator Procurement Problem Autor Chang, Linhao, Xu, Meng, Guo, Lifei, Zhu, XiHong, Qin, Shujin, Guo, XiWang, Yang, Xinyi

“… A mixed integer programming model (MIP) is established to address the RCEPP. In line with the specifications of quantum computers, a quadratic unconstrained binary optimization model is developed via reformulating the MIP…”
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Dantzig–Wolfe reformulations for binary quadratic problems Autor Ceselli, Alberto, Létocart, Lucas, Traversi, Emiliano

“…The purpose of this paper is to provide strong reformulations for binary quadratic problems…”
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An improved lower bound and approximation algorithm for binary constrained quadratic programming problem Autor Lu, Cheng, Wang, Zhenbo, Xing, Wenxun

“…This paper presents an improved lower bound and an approximation algorithm based on spectral decomposition for the binary constrained quadratic programming problem…”
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A distributionally robust chance-constrained kernel-free quadratic surface support vector machine Autor Lin, Fengming, Fang, Shu-Cherng, Fang, Xiaolei, Gao, Zheming, Luo, Jian

“… A distributionally robust chance-constrained kernel-free quadratic surface support vector machine (SVM) model is proposed using the moment information of the uncertain data…”
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A fast global algorithm for singly linearly constrained separable binary quadratic program with partially identical parameters Autor Lu, Cheng, Wu, Junhao, Deng, Zhibin, Li, Shaoze

“…The singly linearly constrained separable binary quadratic programming problem (SLSBQP) has a wide variety of applications in practice…”
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A Sparsity‐Driven Solution Method for the Cardinality Constrained Mean‐Variance Portfolio Selection Problem Autor Jiang, Shan, Fang, Shu‐Cherng, An, Qi

“…Cardinality constrained mean‐variance (CCMV) portfolio selection problem is commonly formulated as a mixed integer quadratic program (MIQP…”
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A subgradient approach for constrained binary optimization via quantum adiabatic evolution Autor Karimi, Sahar, Ronagh, Pooya

“…Outer approximation method has been proposed for solving the Lagrangian dual of a constrained binary quadratic programming problem via quantum adiabatic evolution in the literature…”
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