A continuation approach for solving binary quadratic program based on a class of NCP-functions

摘要

In the paper, we consider a continuation approach for the binary quadratic program (BQP) based on a class of NCP-functions. More specifically, we recast the BQP as an equivalent minimization and then seeks its global minimizer via a global continuation method. Such approach had been considered in [11] which is based on the Fischer-Burmeister function. We investigate this continuation approach again by using a more general function, called the generalized Fischer-Burmeister function. However, the theoretical background for such extension can not be easily carried over. Indeed, it needs some subtle analysis.