Article ID: | iaor1992726 |
Country: | Netherlands |
Volume: | 10 |
Issue: | 6 |
Start Page Number: | 323 |
End Page Number: | 327 |
Publication Date: | Aug 1991 |
Journal: | Operations Research Letters |
Authors: | Muu Le D. |
The authors propose a branch-and-bound method for minimizing an indefinite quadratic function over a convex set. The bounding operation is based on a certain relaxation of the constraints. The branching is a simplex bisection.