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
收藏
页码：79 / 85
页数：7
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