Binary Quadratic Programming Relaxation
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what is the best solver to solve Binary Quadratic Programming Problem in Matlab, and is it neccessary to relax the {0,1} to solve it.
Knowng that my problem has linear equality and linear inequality constraints (the constraints are linear).
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John D'Errico
2020 年 7 月 12 日
While you could just use a tool like quadprog with continuous varibles in the interval [0,1], then round the result at the end, but there is no assurance the result is then optimal. And if you do round the solution at the end, it will probably no longer even satisfy the eqaulity constraints. So you would just be wasting your time.
Therefore GA is probably your main choice, with binary variables and a quadratic objective.
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