A branch and cut algorithm for nonconvex
β
Charles Audet; Pierre Hansen; Brigitte Jaumard; Gilles Savard
π
Article
π
2000
π
Springer-Verlag
π
English
β 221 KB
We present a branch and cut algorithm that yields in finite time, a globally βΌ-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