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A Branch and Bound Reduced Algorithm for Quadratic Programming Problems with Quadratic Constraints

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  • Yuelin Gao
  • Feifei Li
  • Siqiao Jin

Abstract

We propose a branch and bound reduced algorithm for quadratic programming problems with quadratic constraints. In this algorithm, we determine the lower bound of the optimal value of original problem by constructing a linear relaxation programming problem. At the same time, in order to improve the degree of approximation and the convergence rate of acceleration, a rectangular reduction strategy is used in the algorithm. Numerical experiments show that the proposed algorithm is feasible and effective and can solve small- and medium-sized problems.

Suggested Citation

  • Yuelin Gao & Feifei Li & Siqiao Jin, 2013. "A Branch and Bound Reduced Algorithm for Quadratic Programming Problems with Quadratic Constraints," Mathematical Problems in Engineering, Hindawi, vol. 2013, pages 1-6, November.
    • Handle: RePEc:hin:jnlmpe:594693
    DOI: 10.1155/2013/594693
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