New algorithm for solving the general quadratic programming problem

被引:0
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作者
Horst, Reiner [1 ]
Thoai, Nguyen Van [1 ]
机构
[1] Univ of Trier, Trier, Germany
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Algorithms - Problem solving;
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摘要
For the general quadratic programming problem (including an equivalent form of the linear complementarity problem) a new solution method of branch and bound type is proposed. The branching procedure uses a well-known simplicial subdivision and the bound estimation is performed by solving certain linear programs.
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页码:39 / 48
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