An Algorithm for Global Minimization of Linearly Constrained Quadratic Functions
نویسندگان
چکیده
A branch and bound algorithm is proposed for finding an approximate global optimum of quadratic functions over a bounded polyhedral set. The algorithm uses Lagrangian duality to obtain lower bounds. Preliminary computational results are reported.
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عنوان ژورنال:
- J. Global Optimization
دوره 16 شماره
صفحات -
تاریخ انتشار 2000