A branch-and-cut algorithm for nonconvex quadratic programs with box constraints
نویسندگان
چکیده
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.
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ورودعنوان ژورنال:
- Math. Program.
دوره 102 شماره
صفحات -
تاریخ انتشار 2005