Article ID: | iaor19981473 |
Country: | Netherlands |
Volume: | 5 |
Issue: | 1 |
Start Page Number: | 39 |
End Page Number: | 48 |
Publication Date: | Jan 1996 |
Journal: | Computational Optimization and Applications |
Authors: | Horst Reiner, Thoai Nguyen Van |
Keywords: | programming: branch and bound |
For the general quadratic programming problem (including an equivalent form of the linear complementarity problem) a new solution method of branch and bound type is proposed. The branching procedure uses a well-known simplicial subdivision and the bound estimation is performed by solving certain linear programs.