eprintid: 3643
rev_number: 7
eprint_status: archive
userid: 69
dir: disk0/00/00/36/43
datestamp: 2017-01-26 14:36:39
lastmod: 2017-01-26 14:36:39
status_changed: 2017-01-26 14:36:39
type: conference_item
succeeds: 3546
metadata_visibility: show
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: none
monograph_type: working_paper
pres_type: 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. 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.
date: 2015
date_type: published
publisher: IEEE
pages: 20
event_title: American Control Conference (ACC) 2016
event_location: Boston
event_dates: July 6-8, 2016
event_type: conference
id_number: 10.1109/ACC.2016.7526551
institution: IMT Institute for Advanced Studies Lucca
refereed: TRUE
isbn: 978-1-4673-8681-4
issn: 2378-5861
book_title: American Control Conference (ACC), 2016
official_url: https://doi.org/10.1109/ACC.2016.7526551
citation:   Takapoui, Reza and Mohele, Nicholas and Boyd, Stephen and Bemporad, Alberto  A Simple Effective Heuristic for Embedded Mixed-Integer Quadratic Programming.  In: American Control Conference (ACC) 2016, July 6-8, 2016, Boston  ISSN 2378-5861. ISBN 978-1-4673-8681-4.      (2015)