eprintid: 3642
rev_number: 11
eprint_status: archive
userid: 69
dir: disk0/00/00/36/42
datestamp: 2017-01-26 14:29:19
lastmod: 2017-01-26 14:29:19
status_changed: 2017-01-26 14:29:19
type: article
metadata_visibility: show
creators_name: Bemporad, Alberto
creators_id: alberto.bemporad@imtlucca.it
title: Solving Mixed-Integer Quadratic Programs via Nonnegative Least Squares
ispublished: pub
subjects: QA75
subjects: T1
divisions: CSA
full_text_status: public
pres_type: paper
note: 5th IFAC Conference on Nonlinear Model Predictive Control NMPC 2015 - Seville, Spain, 17–20 September 2015
abstract: 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.
date: 2015
date_type: published
publication: IFAC-PapersOnLine
volume: 48
number: 23
publisher: Elsevier
pagerange: 73-79
id_number: doi:10.1016/j.ifacol.2015.11.264
refereed: TRUE
issn: 24058963
official_url: http://doi.org/10.1016/j.ifacol.2015.11.264
citation:   Bemporad, Alberto  Solving Mixed-Integer Quadratic Programs via Nonnegative Least Squares.  IFAC-PapersOnLine, 48 (23).  pp. 73-79.  ISSN 24058963      (2015)  
document_url: http://eprints.imtlucca.it/3642/1/nmpc15-miqpnnls.pdf