DC decomposition based branch-and-bound algorithms for box-constrained quadratic programs

被引:2
作者
Lu, Cheng [1 ]
Deng, Zhibin [2 ,3 ]
机构
[1] North China Elect Power Univ, Sch Econ & Management, Beijing 102206, Peoples R China
[2] Univ Chinese Acad Sci, Sch Econ & Management, Beijing 100190, Peoples R China
[3] Chinese Acad Sci, Key Lab Big Data Min & Knowledge Management, Beijing 100190, Peoples R China
基金
中国国家自然科学基金;
关键词
Quadratic program; Difference-of-convex; Branch-and-bound algorithm; Global optimization; Convex relaxation; OPTIMIZATION; REFORMULATION;
D O I
10.1007/s11590-017-1203-0
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 difference-of-convex (DC) decomposition is an effective method for designing a branch-and-bound algorithm. In this paper, we design two new branch-and-bound algorithms based on DC decomposition, to find global solutions of nonconvex box-constrained quadratic programming problems, and compare the efficiency of the proposed algorithms with two previous state-of-the-art branch-and-bound algorithms. Numerical experiments are conducted to show the competitiveness of the proposed algorithms on 20-60 dimensional box-constrained quadratic programming problems.
引用
收藏
页码:985 / 996
页数:12
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