A New Algorithm Based on Lagrangian Relaxation for Solving Indefinite Quadratic Integer Programming

被引：0
|
作者：
Li, Jianling [1 ]
Wang, Peng [2 ,3 ]
Jian, Jinbao [4 ]
机构：
[1] Guangxi Univ, Coll Math & Informat Sci, Nanning 530004, Guangxi, Peoples R China
[2] Shanghai Normal Univ, Math & Sci Coll 1, Shanghai 200234, Peoples R China
[3] Haikou Coll Econ, Dept Basic Course, Haikou 570203, Hainan, Peoples R China
[4] Yulin Normal Univ, Sch Math & Informat Sci, Yulin 537000, Guangxi, Peoples R China
来源：
JOURNAL OF COMPUTATIONAL ANALYSIS AND APPLICATIONS | 2015年 / 19卷 / 06期
基金：
美国国家科学基金会;
关键词：
indefinite quadratic integer programming; branch-and-bound; Lagrangian relaxation; Lagrangian dual bound; KNAPSACK-PROBLEM; GLOBAL OPTIMIZATION; DECOMPOSITION;
D O I：
暂无
中图分类号：
TP301 [理论、方法];
学科分类号：
081202 ;
摘要：
In this paper we propose a new algorithm for finding a global solution of indefinite quadratic integer programming. We first derive Lagrangian dual bounds by D.C. decomposition and Lagrangian relaxation. And then a new branch-and-bound based on Lagrangian dual bounds and integral hyper-rectangular bisection is presented. Finally, preliminary numerical results are reported.
引用
收藏
页码：1038 / 1048
页数：11
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