Article ID: | iaor20001844 |
Country: | Germany |
Volume: | 85 |
Issue: | 2 |
Start Page Number: | 407 |
End Page Number: | 421 |
Publication Date: | Jan 1999 |
Journal: | Mathematical Programming |
Authors: | Malucelli Federico, Carraresi P., Farinaccio F. |
We test whether a given solution of a quadratic 0–1 problem is optimal. The paper presents an algorithm based on the necessary and sufficient optimality condition introduced by Hirriart–Urruty for general convex problems. A measure of the quality of the solution is provided. Computational results show the applicability of the method.