A branch-and-cut algorithm for nonconvex quadratic programs with box constraints
A branch-and-cut algorithm for nonconvex quadratic programs with box constraints
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DOI:
10.1007/s10107-004-0550-7
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发表时间:
2005-04
影响因子:
2.7
通讯作者:
D. Vandenbussche;G. Nemhauser
中科院分区:
文献类型:
--
作者:
D. Vandenbussche;G. Nemhauser
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.