Ellipsoidal Approach to Box-Constrained Quadratic Problems

Authors:
Pasquale L. De Angelis;Immanuel M. Bomze;Gerardo Toraldo
Affiliations:
Institute of Statistic and Mathematics, University of Naples 'PARTHENOPE', Naples, Italy;Department of Statistics and Decision Support Systems, University of Vienna, Viennna, Austria;CPS-CNR & Department of Agricultural Engineering and Agronomy, University of Naples 'Federico II', Naples, Italy
Venue:
Journal of Global Optimization
Year:
2004

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Abstract

We present a new heuristic for the global solution of box constrained quadratic problems, based on the classical results which hold for the minimization of quadratic problems with ellipsoidal constraints. The approach is tested on several problems randomly generated and on graph instances from the DIMACS challenge, medium size instances of the Maximum Clique Problem. The numerical results seem to suggest some effectiveness of the proposed approach.