A simplicial branch-and-bound algorithm for solving quadratically constrained quadratic programs

We propose a branch-and-bound algorithm for solving nonconvex quadratically-constrained quadratic programs. The algorithm is novel in that branching is done by partitioning the feasible region into the Cartesian product of two-dimensional triangles and rectangles. Explicit formulae for the convex an...

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Veröffentlicht in:	Mathematical programming 2005-06, Vol.103 (2), p.251-282
1. Verfasser:	LINDEROTH, Jeff
Format:	Artikel
Sprache:	eng
Schlagworte:	Algorithms Applied sciences Approximation Branch & bound algorithms Exact sciences and technology Integer programming Linear programming Mathematical programming Operational research and scientific management Operational research. Management science Optimization Studies
Online-Zugang:	Volltext
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