Takapoui, Reza and Mohele, Nicholas and Boyd, Stephen and Bemporad, Alberto A Simple Effective Heuristic for Embedded MixedInteger Quadratic Programming. In: American Control Conference (ACC) 2016, July 68, 2016, Boston ISSN 23785861. ISBN 9781467386814. (2015)
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Abstract
In this paper we propose a fast optimization algorithm for approximately minimizing convex quadratic functions over the intersection of affine and separable constraints (i.e., the Cartesian product of possibly nonconvex real sets). This problem class contains many NPhard problems such as mixedinteger quadratic programming. Our heuristic is based on a variation of the alternating direction method of multipliers (ADMM), an algorithm for solving convex optimization problems. We discuss the favorable computational aspects of our algorithm, which allow it to run quickly even on very modest computational platforms such as embedded processors. We give several examples for which an approximate solution should be found very quickly, such as management of a hybridelectric vehicle drivetrain. Our numerical experiments suggest that our method is very effective in finding a feasible point with small objective value; indeed, we see that in many cases, it finds the global solution.
Item Type:  Conference or Workshop Item (Paper) 

Identification Number:  10.1109/ACC.2016.7526551 
Subjects:  Q Science > QA Mathematics > QA75 Electronic computers. Computer science 
Research Area:  Computer Science and Applications 
Depositing User:  Caterina Tangheroni 
Date Deposited:  26 Jan 2017 14:36 
Last Modified:  26 Jan 2017 14:36 
URI:  http://eprints.imtlucca.it/id/eprint/3643 
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A Simple Effective Heuristic for Embedded MixedInteger Quadratic Programming. (deposited 04 Oct 2016 09:31)
 A Simple Effective Heuristic for Embedded MixedInteger Quadratic Programming. (deposited 26 Jan 2017 14:36) [Currently Displayed]
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