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

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  • Nirakar Sahoo
  • Rupaj Kumar Nayak

Abstract

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.

Suggested Citation

  • Nirakar Sahoo & Rupaj Kumar Nayak, 2026. "A first augmented Lagrangian method for binary QCQP problems based on a class of continuous functions," International Journal of Operational Research, Inderscience Enterprises Ltd, vol. 55(2), pages 175-196.
    • Handle: RePEc:ids:ijores:v:55:y:2026:i:2:p:175-196
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