An algorithm for indefinite quadratic programming with convex constraints

An algorithm for indefinite quadratic programming with convex constraints

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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:
Abstract:

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.

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