method of approximation programming (MAP) originally developed for solving nonlinear continuous programs and adapted for binary quadratic programs.
The solver model used in solving the below problem is run sequentially until new_x converges. Note that the starting values are on the first shee and the corresponding cplex-formatted Quadratic Binary Program is on the second sheet of the below workbook. The starting solution (in this case all 0.10) is placed in x_old and the solver model run. The current solution at this iteration appears in new_x, which for the next iteration is pasted into x_old. The process of solving and pasting into x_old is repeated, as seen on the succeeding sheets below, until convergence to a binary solution. (apparently, the below Excel spread