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A branch-and-cut algorithm for nonconvex quadratic programs with box constraints

โœ Scribed by Dieter Vandenbussche; George L. Nemhauser

Publisher
Springer-Verlag
Year
2004
Tongue
English
Weight
165 KB
Volume
102
Category
Article
ISSN
0025-5610

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๐Ÿ“œ SIMILAR VOLUMES

A branch and cut algorithm for nonconvex
A branch and cut algorithm for nonconvex quadratically constrained quadratic programming
โœ Charles Audet; Pierre Hansen; Brigitte Jaumard; Gilles Savard ๐Ÿ“‚ Article ๐Ÿ“… 2000 ๐Ÿ› Springer-Verlag ๐ŸŒ English โš– 221 KB

We present a branch and cut algorithm that yields in finite time, a globally โ˜ผ-optimal solution (with respect to feasibility and optimality) of the nonconvex quadratically constrained quadratic programming problem. The idea is to estimate all quadratic terms by successive linearizations within a bra