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
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.
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页码:604 / 616
页数:13
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