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Ellipsoidal Approach to Box-Constrained Quadratic Problems

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Abstract

We present a new heuristic for the global solution of box constrained quadratic problems, based on the classical results which hold for the minimization of quadratic problems with ellipsoidal constraints. The approach is tested on several problems randomly generated and on graph instances from the DIMACS challenge, medium size instances of the Maximum Clique Problem. The numerical results seem to suggest some effectiveness of the proposed approach.

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Authors and Affiliations

  1. Institute of Statistic and Mathematics, University of Naples 'PARTHENOPE', Naples, Italy

    Pasquale L. de Angelis

  2. Department of Statistics and Decision Support Systems, University of Vienna, Viennna, Austria

    Immanuel M. Bomze

  3. CPS-CNR & Department of Agricultural Engineering and Agronomy, University of Naples 'Federico II', Naples, Italy

    Gerardo Toraldo

Authors
  1. Pasquale L. de Angelis
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  2. Immanuel M. Bomze
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  3. Gerardo Toraldo
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de Angelis, P.L., Bomze, I.M. & Toraldo, G. Ellipsoidal Approach to Box-Constrained Quadratic Problems. Journal of Global Optimization 28, 1–15 (2004). https://doi.org/10.1023/B:JOGO.0000006654.34226.fe

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  • DOI: https://doi.org/10.1023/B:JOGO.0000006654.34226.fe

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