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Date:2019-03-09

Indexed by:Journal Article

Date of Publication:2012-12-15

Journal:APPLIED MATHEMATICS AND COMPUTATION

Included Journals:Scopus、SCIE

Volume:219

Issue:8

Page Number:3975-3992

ISSN:0096-3003

Key Words:Nonlinear complementarity problem; Generalized Fischer-Burmeister function; Binary quadratic program

Abstract:In the paper, we consider a continuation approach for the binary quadratic program (BQP) based on a class of NCP-functions. More specifically, we recast the BQP as an equivalent minimization and then seeks its global minimizer via a global continuation method. Such approach had been considered in [11] which is based on the Fischer-Burmeister function. We investigate this continuation approach again by using a more general function, called the generalized Fischer-Burmeister function. However, the theoretical background for such extension can not be easily carried over. Indeed, it needs some subtle analysis. (C) 2012 Elsevier Inc. All rights reserved.