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A Simplicial Branch-and-Bound Method for Solving Nonconvex All-Quadratic Programs

✍ Scribed by Ulrich Raber


Book ID
110263235
Publisher
Springer US
Year
1998
Tongue
English
Weight
107 KB
Volume
13
Category
Article
ISSN
0925-5001

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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