Article ID: | iaor20061019 |
Country: | Germany |
Volume: | 33 |
Issue: | 3 |
Start Page Number: | 313 |
End Page Number: | 336 |
Publication Date: | Nov 2005 |
Journal: | Journal of Global Optimization |
Authors: | Cambini Riccardo, Sodini Claudio |
Keywords: | programming: branch and bound |
The aim of this paper is to suggest branch and bound schemes, based on a relaxation of the objective function, to solve nonconvex quadratic programs over a compact polyhedral feasible region. The various schemes are based on different d.c. decomposition methods applied to the quadratic objective function. To improve the tightness of the relaxations, we also suggest solving the relaxed problems with an algorithm based on the so called “optimal level solutions” parametrical approach.