relation: http://eprints.imtlucca.it/3642/
title: Solving Mixed-Integer Quadratic Programs via Nonnegative Least Squares
creator: Bemporad, Alberto
subject: QA75 Electronic computers. Computer science
subject: T Technology (General)
description: This paper proposes a new algorithm for solving Mixed-Integer Quadratic Programming (MIQP) problems. The algorithm is particularly tailored to solving small-scale MIQPs such as those that arise in embedded hybrid Model Predictive Control (MPC) applications. The approach combines branch and bound (B&B) with nonnegative least squares (NNLS), that are used to solve Quadratic Programming (QP) relaxations. The QP algorithm extends a method recently proposed by the author for solving strictly convex QP's, by (i) handling equality and bilateral inequality constraints, (ii) warm starting, and (iii) exploiting easy-to-compute lower bounds on the optimal cost to reduce the number of QP iterations required to solve the relaxed problems. The proposed MIQP algorithm has a speed of execution that is comparable to state- of-the-art commercial MIQP solvers and is relatively simple to code, as it requires only basic arithmetic operations to solve least-square problems.
publisher: Elsevier
date: 2015
type: Article
type: PeerReviewed
format: application/pdf
language: en
rights: cc_by_nc
identifier: http://eprints.imtlucca.it/3642/1/nmpc15-miqpnnls.pdf
identifier:   Bemporad, Alberto  Solving Mixed-Integer Quadratic Programs via Nonnegative Least Squares.  IFAC-PapersOnLine, 48 (23).  pp. 73-79.  ISSN 24058963      (2015)  
relation: http://doi.org/10.1016/j.ifacol.2015.11.264
relation: doi:10.1016/j.ifacol.2015.11.264