A Simplicial Branch-and-Bound Method for Solving Nonconvex All-Quadratic Programs |
| |
Authors: | Ulrich Raber |
| |
Institution: | (1) Department of Mathematics, University of Trier, Trier, Germany |
| |
Abstract: | In this paper we present an algorithm for solving nonconvex quadratically constrained quadratic programs (all-quadratic programs). The method is based on a simplicial branch-and-bound scheme involving mainly linear programming subproblems. Under the assumption that a feasible point of the all-quadratic program is known, the algorithm guarantees an -approximate optimal solution in a finite number of iterations. Computational experiments with an implementation of the procedure are reported on randomly generated test problems. The presented algorithm often outperforms a comparable rectangular branch-and-bound method. |
| |
Keywords: | Branch-and-bound Global optimization Indefinite quadratic optimization under indefinite quadratic constraints |
本文献已被 SpringerLink 等数据库收录! |