Numerical experience with lower bounds for MIQP branch-and-bound

被引：114

作者：

Fletcher, R ^{[1
]}

Leyffer, S ^{[1
]}

机构：

[1] Univ Dundee, Dept Math, Dundee DD1 4HN, Scotland

来源：

SIAM JOURNAL ON OPTIMIZATION | 1998年 / 8卷 / 02期

关键词：

integer programming; mixed integer quadratic programming; branch-and-bound;

D O I：

10.1137/S1052623494268455

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

The solution of convex mixed-integer quadratic programming (MIQP) problems with a general branch-and-bound framework is considered. It is shown how lower bounds can be computed efficiently during the branch-and-bound process. Improved lower bounds such as the ones derived in this paper can reduce the number of quadratic programming (QP) problems that have to be solved. The branch-and-bound approach is also shown to be superior to other approaches in solving MIQP problems. Numerical experience is presented which supports these conclusions.

引用

页码：604 / 616

页数：13