A computational comparison of some branch and bound methods for indefinite quadratic programs |
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| Authors: | Riccardo Cambini Claudio Sodini |
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| Institution: | (1) Department of Statistics and Applied Mathematics, Faculty of Economics, University of Pisa, Via Cosimo Ridolfi 10, 56124 Pisa, Italy |
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| Abstract: | The aim of this paper is to discuss different branch and bound methods for solving indefinite quadratic programs. In these
methods the quadratic objective function is decomposed in a d.c. form and the relaxations are obtained by linearizing the
concave part of the decomposition. In this light, various decomposition schemes have been considered and studied. The various
branch and bound solution methods have been implemented and compared by means of a deep computational test.
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| Keywords: | Quadratic programming Branch and bound d c decomposition |
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