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Indexed by:期刊论文

Date of Publication:2016-03-01

Journal:OPTIMIZATION LETTERS

Included Journals:SCIE、EI

Volume:10

Issue:3

Page Number:485-497

ISSN No.:1862-4472

Key Words:Binary quadratic programming; Augmented Lagrangian method; Max-cut; Barzilai-Borwein type method; Continuous functions

Abstract:In this paper, an augmented Lagrangian method is proposed for binary quadratic programming (BQP) problems based on a class of continuous functions. The binary constraints are converted into a class of continuous functions. The approach reformulates the BQP problem as an equivalent augmented Lagrangian function, and then seeks its minimizer via an augmented Lagrangian method, in which the sub-problem is solved by Barzilai-Borwein type method. Numerical results are reported for max-cut problem. The results indicate that the augmented Lagrangian approach is promising for large scale binary quadratic programming by the quality of the near optimal values and the low computational time.