A computational comparison of some branch and bound methods for indefinite quadratic programs

被引：4

作者：

Cambini, Riccardo ^{[1
]}

Sodini, Claudio ^{[1
]}

机构：

[1] Univ Pisa, Fac Econ, Dept Appl Math & Stat, I-56124 Pisa, Italy

来源：

CENTRAL EUROPEAN JOURNAL OF OPERATIONS RESEARCH | 2008年 / 16卷 / 02期

关键词：

quadratic programming; branch and bound; d.c; decomposition;

D O I：

10.1007/s10100-007-0049-4

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

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.

引用

页码：139 / 152

页数：14

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