Testing optimality for quadratic 0–1 problems

Testing optimality for quadratic 0–1 problems

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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: , ,
Abstract:

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.

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