Abstract

This paper considers a new canonical duality theory for solving mixed integer quadratic programming problem. It shows that this well-known NP-hard problem can be converted into concave maximization dual problems without duality gap. And the dual problems can be solved, under certain conditions, by polynomial algorithms.

Highlights

  • Mixed integer nonlinear programming refers to optimization problems which involve continuous and discrete variables [8]

  • This paper considers a new canonical duality theory for solving mixed integer quadratic programming problem

  • It shows that this well-known NP-hard problem can be converted into concave maximization dual problems without duality gap

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Summary

Introduction

Mixed integer nonlinear programming refers to optimization problems which involve continuous and discrete variables [8]. We consider the following constrained mixed integer quadratic programming:. The difficulty for developing an efficient method for such mixed integer programming lies on the nonlinearity of the functions involved, and on existence of both discrete and continuous variables [20]. If we introduce the canonical duality with some strategy, we can find global optima in polynomial time [10, 11, 12].

Canonical Dual Transformation
Global Optimality Condition
Conclusions

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