INDEFINITE QUADRATIC PROGRAMMING PROBLEM

被引：16
作者：
KOUGH, PF
机构：
来源：
OPERATIONS RESEARCH | 1979年 / 27卷 / 03期
关键词：
D O I：
10.1287/opre.27.3.516
中图分类号：
C93 [管理学];
学科分类号：
12 ; 1201 ; 1202 ; 120202 ;
摘要：
The author has developed several algorithms that obtain the global optimum to the indefinite quadratic programming problem. A generalized Benders cut method is employed. These algorithms all possess epsilon -finite convergence. To obtain finite convergence, exact cuts were developed which are locally precise representations of a reduced objective. A finite algorithm is then constructed. Introductory computational results are presented.
引用
收藏
页码：516 / 533
页数：18
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