| Article ID: | iaor19932011 |
| Country: | United States |
| Volume: | 40 |
| Issue: | 3 |
| Start Page Number: | 373 |
| End Page Number: | 392 |
| Publication Date: | Apr 1993 |
| Journal: | Naval Research Logistics |
| Authors: | Hansen Pierre, Jaumard Brigitte, Ruiz Michele, Xiong Junjie |
| Keywords: | programming: branch and bound |
A branch-and-bound algorithm is proposed for global minimization of indefinite quadratic functions subject to box constraints. Branching is done according to the sign of first-order derivatives. New tests based on the compatibility of signs of several first-order derivatives and on various bounding procedures, allow curtailment of the search. Computational experiments are reported. Comparison is made with an interval arithmetic implementation.