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A new branch-and-bound algorithm for indefinite quadratic programming problems. (Chinese. English summary) Zbl 1212.90415

Summary: A new algorithm for finding a global solution of indefinite quadratic programming problems is proposed. The problem is reformulated first as a separable form by D.C. decomposition and Cholesky factorization. Then, the Lagrangian dual bound is derived. A new branch-and-bound algorithm based on the Lagrangian dual bounds and rectangular bisection is presented. Finally, preliminary numerical results are reported.

MSC:

90C57 Polyhedral combinatorics, branch-and-bound, branch-and-cut
90C20 Quadratic programming
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