A branch-and-cut algorithm for nonconvex quadratic programs with box constraints

• 成果类型: Article
• 署名作者: Vandenbussche, D; Nemhauser, GL
• 署名单位: University of Illinois System; University of Illinois Urbana-Champaign; University System of Georgia; Georgia Institute of Technology
• 刊物名称: MATHEMATICAL PROGRAMMING
• ISSN/ISSBN: 0025-5610
• DOI: 10.1007/s10107-004-0550-7
• 发表日期: 2005
• 页码: 559-575
• 关键词: minimization; SUBJECT

摘要

We present the implementation of a branch-and-cut algorithm for bound constrained nonconvex quadratic programs. We use a class of inequalities developed in [12] as cutting planes. We present various branching strategies and compare the algorithm to several other methods to demonstrate its effectiveness.