eprintid: 3546
rev_number: 9
eprint_status: archive
userid: 69
dir: disk0/00/00/35/46
datestamp: 2016-10-04 09:31:02
lastmod: 2016-10-04 09:31:46
status_changed: 2016-10-04 09:31:02
type: monograph
metadata_visibility: no_search
creators_name: Takapoui, Reza
creators_name: Mohele, Nicholas
creators_name: Boyd, Stephen
creators_name: Bemporad, Alberto
creators_id: 
creators_id: 
creators_id: 
creators_id: alberto.bemporad@imtlucca.it
title: A Simple Effective Heuristic for Embedded Mixed-Integer Quadratic Programming
ispublished: pub
subjects: QA75
divisions: CSA
full_text_status: public
monograph_type: working_paper
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 NP-hard problems such as mixed-integer 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 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; indeed, we find that in many cases, it finds the global solution.
date: 2015
date_type: published
publisher: arXiv
pages: 20
id_number: arXiv:1509.08416
institution: IMT Institute for Advanced Studies Lucca
official_url: https://arxiv.org/abs/1509.08416
citation:   Takapoui, Reza and Mohele, Nicholas and Boyd, Stephen and Bemporad, Alberto  A Simple Effective Heuristic for Embedded Mixed-Integer Quadratic Programming.  Working Paper   arXiv         
document_url: http://eprints.imtlucca.it/3546/1/1509.08416v1.pdf