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International Journal of Operational Research

A first augmented Lagrangian method for binary QCQP problems based on a class of continuous functions

Rupaj Kumar Nayak, Nirakar Sahoo

Published Jan 1, 2023• 0 citations
Publisher
DOI
10.1504/ijor.2023.10060840

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A first augmented Lagrangian method for binary QCQP problems based on a class of continuous functions

Nirakar Sahoo, Rupaj Kumar Nayak

This paper addresses the solution of a non-convex 0-1 QCQP using two faster convergent augmented Lagrangian methods (ALM) based on a class of continuous functions and a parameter free convexification method. The binary constraints are converted into a class of continuous functions and the non-convex constraints are convexified by a parameter free method. The proposed algorithm is then tested on a set of QCQP problems available in the research of Zheng and co-workers. We also present the comparison results among relaxed versions of SDPs and some state-of-the-art ALMs and obtained an advantage over their counterparts.

International Journal of Operational Research•Jan 1, 2026•0 citations
This paper addresses the solution of a non-convex 0-1 QCQP using two faster convergent augmented Lagrangian methods (ALM) based on a class of continuous functions and a parameter free convexification method. The binary constraints are converted into a class of continuous functions and the non-convex constraints are convexified by a parameter free method. The proposed algorithm is then tested on a set of QCQP problems available in the research of Zheng and co-workers. We also present the comparison results among relaxed versions of SDPs and some state-of-the-art ALMs and obtained an advantage over their counterparts.