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论文类型：期刊论文

发表时间：2016-03-01

发表刊物：OPTIMIZATION LETTERS

收录刊物：SCIE、EI

卷号：10

期号：3

页面范围：485-497

ISSN号：1862-4472

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

摘要：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.