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A computational comparison of some branch and bound methods for indefinite quadratic programs

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  • Riccardo Cambini
  • Claudio Sodini

Abstract

The aim of this paper is to discuss different branch and bound methods for solving indefinite quadratic programs. In these methods the quadratic objective function is decomposed in a d.c. form and the relaxations are obtained by linearizing the concave part of the decomposition. In this light, various decomposition schemes have been considered and studied. The various branch and bound solution methods have been implemented and compared by means of a deep computational test. Copyright Springer-Verlag 2008

Suggested Citation

  • Riccardo Cambini & Claudio Sodini, 2008. "A computational comparison of some branch and bound methods for indefinite quadratic programs," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 16(2), pages 139-152, June.
    • Handle: RePEc:spr:cejnor:v:16:y:2008:i:2:p:139-152
    DOI: 10.1007/s10100-007-0049-4
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    References listed on IDEAS

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    1. Pierre Hansen & Brigitte Jaumard & MichèLe Ruiz & Junjie Xiong, 1993. "Global minimization of indefinite quadratic functions subject to box constraints," Naval Research Logistics (NRL), John Wiley & Sons, vol. 40(3), pages 373-392, April.
    2. Nguyen Thoai, 2005. "General Quadratic Programming," Springer Books, in: Charles Audet & Pierre Hansen & Gilles Savard (ed.), Essays and Surveys in Global Optimization, chapter 0, pages 107-129, Springer.
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    Cited by:

    1. Balázs Bánhelyi & Endre Palatinus & Balázs Lévai, 2015. "Optimal circle covering problems and their applications," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 23(4), pages 815-832, December.
    2. R. Cambini & R. Riccardi & D. Scopelliti, 2023. "Solving linear multiplicative programs via branch-and-bound: a computational experience," Computational Management Science, Springer, vol. 20(1), pages 1-32, December.

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    More about this item

    Keywords

    Quadratic programming; Branch and bound; d.c. decomposition; 90C20; 90C26; 90C31; C61; C63;
    All these keywords.

    JEL classification:

    • C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
    • C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques

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