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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| Published in: | International journal of control Vol. 93; no. 1; pp. 2 - 12 |
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| Main Authors: | , , , |
| Format: | Journal Article |
| Language: | English |
| Published: |
Abingdon
Taylor & Francis
02.01.2020
Taylor & Francis Ltd |
| Subjects: | |
| ISSN: | 0020-7179, 1366-5820 |
| Online Access: | Get full text |
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