A new algorithm for solving the general quadratic programming problem

A new algorithm for solving the general quadratic programming problem

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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: ,
Keywords: programming: branch and bound
Abstract:

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.

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