A Branch and Bound Reduced Algorithm for Quadratic Programming Problems with Quadratic Constraints

被引：2

作者：

Gao, Yuelin ^{[1
]}

Li, Feifei ^{[1
]}

Jin, Siqiao ^{[1
]}

机构：

[1] Beifang Univ Nationalities, Inst Informat & Syst Sci, Yinchuan 750021, Peoples R China

来源：

MATHEMATICAL PROBLEMS IN ENGINEERING | 2013年 / 2013卷

关键词：

OPTIMIZATION;

D O I：

10.1155/2013/594693

中图分类号：

T [工业技术];

学科分类号：

08 ;

摘要：

We propose a branch and bound reduced algorithm for quadratic programming problems with quadratic constraints. In this algorithm, we determine the lower bound of the optimal value of original problem by constructing a linear relaxation programming problem. At the same time, in order to improve the degree of approximation and the convergence rate of acceleration, a rectangular reduction strategy is used in the algorithm. Numerical experiments show that the proposed algorithm is feasible and effective and can solve small-and medium-sized problems.

引用

页数：6

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