The Indefinite Quadratic Programming Problem
Paul F. Kough
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Paul F. Kough: Oakland, California
Operations Research, 1979, vol. 27, issue 3, 516-533
Abstract:
We develop several algorithms that obtain the global optimum to the indefinite quadratic programming problem. A generalized Benders cut method is employed. These algorithms all possess ϵ-finite convergence. To obtain finite convergence, we develop exact cuts, which are locally precise representations of a reduced objective. A finite algorithm is then constructed. Introductory computational results are presented.
Date: 1979
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Persistent link: https://EconPapers.repec.org/RePEc:inm:oropre:v:27:y:1979:i:3:p:516-533
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