Decomposition methods for solving nonconvex quadratic programs via branch and bound

Decomposition methods for solving nonconvex quadratic programs via branch and bound

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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: ,
Keywords: programming: branch and bound
Abstract:

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.

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