A new branch-and-bound algorithm for standard quadratic programming problems

2017 ◽  
Vol 34 (1) ◽  
pp. 79-97
Author(s):  
G. Liuzzi ◽  
M. Locatelli ◽  
V. Piccialli
2013 ◽  
Vol 2013 ◽  
pp. 1-6 ◽  
Author(s):  
Yuelin Gao ◽  
Feifei Li ◽  
Siqiao Jin

We propose a branch and bound reduced algorithm for quadratic programming problems with quadratic constraints. In this algorithm, we determine the lower bound of the optimal value of original problem by constructing a linear relaxation programming problem. At the same time, in order to improve the degree of approximation and the convergence rate of acceleration, a rectangular reduction strategy is used in the algorithm. Numerical experiments show that the proposed algorithm is feasible and effective and can solve small- and medium-sized problems.


Author(s):  
Bishaljit Paul ◽  
Sushovan Goswami ◽  
Dipu Mistry ◽  
Chandan Kumar Chanda

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