A Branch and Bound Reduced Algorithm for Quadratic Programming Problems with Quadratic Constraints

Yuelin Gao, Feifei Li and Siqiao Jin

Mathematical Problems in Engineering, 2013, vol. 2013, 1-6

Abstract:

We propose a branch and bound reduced algorithm for quadratic programming problems with quadratic constraints. In this algorithm, we determine the lower bound of the optimal value of original problem by constructing a linear relaxation programming problem. At the same time, in order to improve the degree of approximation and the convergence rate of acceleration, a rectangular reduction strategy is used in the algorithm. Numerical experiments show that the proposed algorithm is feasible and effective and can solve small- and medium-sized problems.

Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:594693

DOI: 10.1155/2013/594693

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