?url_ver=Z39.88-2004&rft_id=arXiv%3A1509.08416&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.relation=http%3A%2F%2Feprints.imtlucca.it%2F3546%2F&rft.title=A+Simple+Effective+Heuristic+for+Embedded+Mixed-Integer+Quadratic+Programming&rft.creator=Takapoui%2C+Reza&rft.creator=Mohele%2C+Nicholas&rft.creator=Boyd%2C+Stephen&rft.creator=Bemporad%2C+Alberto&rft.subject=QA75+Electronic+computers.+Computer+science&rft.description=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.%2C+the+Cartesian+product+of+possibly+nonconvex+real+sets).+This+problem+class+contains+many+NP-hard+problems+such+as+mixed-integer+quadratic+programming.+Our+heuristic+is+based+on+a+variation+of+the+alternating+direction+method+of+multipliers+(ADMM)%2C+an+algorithm+for+solving+convex+optimization+problems.+We+discuss+the+favorable+computational+aspects+of+our+algorithm%2C+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%2C+such+as+management+of+a+hybrid-electric+vehicle+drivetrain+and+control+of+switched-mode+power+converters.+Our+numerical+experiments+suggest+that+our+method+is+very+effective+in+finding+a+feasible+point+with+small+objective+value%3B+indeed%2C+we+find+that+in+many+cases%2C+it+finds+the+global+solution.&rft.publisher=arXiv&rft.date=2015&rft.type=Working+Paper&rft.type=NonPeerReviewed&rft.format=application%2Fpdf&rft.language=en&rft.rights=cc_by_nc&rft.identifier=http%3A%2F%2Feprints.imtlucca.it%2F3546%2F1%2F1509.08416v1.pdf&rft.identifier=++Takapoui%2C+Reza+and+Mohele%2C+Nicholas+and+Boyd%2C+Stephen+and+Bemporad%2C+Alberto++A+Simple+Effective+Heuristic+for+Embedded+Mixed-Integer+Quadratic+Programming.++Working+Paper+++arXiv+++++++++&rft.relation=https%3A%2F%2Farxiv.org%2Fabs%2F1509.08416&rft.relation=arXiv%3A1509.08416