TY  - CONF
AV  - none
T2  - American Control Conference (ACC) 2016
UR  - https://doi.org/10.1109/ACC.2016.7526551
TI  - A Simple Effective Heuristic for Embedded Mixed-Integer Quadratic Programming
N2  - 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. 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.
M2  - Boston
Y1  - 2015///
EP  - 20
ID  - eprints3643
PB  - IEEE
A1  - Takapoui, Reza
A1  - Mohele, Nicholas
A1  - Boyd, Stephen
A1  - Bemporad, Alberto
SN  - 2378-5861
ER  -