A computational comparison of some branch and bound methods for indefinite quadratic programs

Riccardo Cambini () and Claudio Sodini ()

Central European Journal of Operations Research, 2008, vol. 16, issue 2, 139-152

Abstract: The aim of this paper is to discuss different branch and bound methods for solving indefinite quadratic programs. In these methods the quadratic objective function is decomposed in a d.c. form and the relaxations are obtained by linearizing the concave part of the decomposition. In this light, various decomposition schemes have been considered and studied. The various branch and bound solution methods have been implemented and compared by means of a deep computational test. Copyright Springer-Verlag 2008

Keywords: Quadratic programming; Branch and bound; d.c. decomposition; 90C20; 90C26; 90C31; C61; C63 (search for similar items in EconPapers)
Date: 2008
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DOI: 10.1007/s10100-007-0049-4

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