Volume 12, no. 3Pages 130 - 139

A Numerical Method for Solving Quadratic Integer Programming Problem

V.M. Tat'yankin, A.V. Shitselov
We propose a new numerical method for solving quadratic integer programming problem. The algorithm is based on a special representation of a minimizer of the corresponding objective functional. The problem can be reduced to a special box-constrained integer least squares problem. The advantage of the proposed algorithm is a good computational performance (approximately O(ncdot ln(n)) operations) shown in numerical experiments, where the number of unknowns n can be up to 10^8. The computational complexity of the algorithm is confirmed experimentally by a large number of numerical experiments. The algorithm consists of 3 steps. At the average, a solution is found at the second step in 83,6.
Full text
nonlinear programming; integer programming; numerical method; optimization.
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