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A simplicial branch-and-bound algorithm for solving quadratically constrained quadratic programs

✍ Scribed by Jeff Linderoth


Publisher
Springer-Verlag
Year
2005
Tongue
English
Weight
390 KB
Volume
103
Category
Article
ISSN
0025-5610

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πŸ“œ SIMILAR VOLUMES


A branch and cut algorithm for nonconvex
✍ Charles Audet; Pierre Hansen; Brigitte Jaumard; Gilles Savard πŸ“‚ Article πŸ“… 2000 πŸ› Springer-Verlag 🌐 English βš– 221 KB

We present a branch and cut algorithm that yields in finite time, a globally ☼-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