A simple effective heuristic for embedded mixed-integer quadratic programming

In this paper, we propose a fast optimisation algorithm for approximately minimising convex quadratic functions over the intersection of affine and separable constraints (i.e. the Cartesian product of possibly nonconvex real sets). This problem class contains many NP-hard problems such as mixed-inte...

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Bibliographic Details
Published in:International journal of control Vol. 93; no. 1; pp. 2 - 12
Main Authors: Takapoui, Reza, Moehle, Nicholas, Boyd, Stephen, Bemporad, Alberto
Format: Journal Article
Language:English
Published: Abingdon Taylor & Francis 02.01.2020
Taylor & Francis Ltd
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ISSN:0020-7179, 1366-5820
Online Access:Get full text
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