A new algorithm for the general quadratic programming problems with box constraints

被引：3

作者：

Li, Jianling ^{[1
]}

Wang, Peng ^{[2
]}

Ma, Lin ^{[1
]}

机构：

[1] Guangxi Univ, Coll Math & Informat Sci, Nanning 530004, Guangxi, Peoples R China

[2] Haikou Coll Econ, Dept Basic Course, Haikou 570203, Hainan, Peoples R China

来源：

NUMERICAL ALGORITHMS | 2010年 / 55卷 / 01期

基金：

中国国家自然科学基金;

关键词：

The general quadratic problem; Box constraints; Branch-and-bound; Lower bound; D; C; decomposition;

D O I：

10.1007/s11075-009-9358-0

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we propose a new branch-and-bound algorithm for the general quadratic problems with box constraints. We, first, transform the problem into a separable form by D. C. decomposition and Cholesky factorization of a positive definite matrix. Then a lower bounding technique is derived and a branch-and-bound algorithm is presented based on the lower bounding and rectangular bisection. Finally, preliminary computational results are reported.

引用

页码：79 / 85

页数：7

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