Global minimization of indefinite quadratic functions subject to box constraints

Pierre Hansen, Brigitte Jaumard, MichèLe Ruiz and Junjie Xiong

Naval Research Logistics (NRL), 1993, vol. 40, issue 3, 373-392

Abstract: A branch‐and‐bound algorithm is proposed for global minimization of indefinite quadratic functions subject to box constraints. Branching is done according to the sign of first‐order derivatives. New tests based on the compatibility of signs of several first‐order derivatives and on various bounding procedures, allow curtailment of the search. Computational experiments are reported. Comparison is made with an interval arithmetic implementation. © 1993 John Wiley & Sons, Inc.

Date: 1993
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Citations: View citations in EconPapers (5)

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https://doi.org/10.1002/1520-6750(199304)40:33.0.CO;2-A

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Persistent link: https://EconPapers.repec.org/RePEc:wly:navres:v:40:y:1993:i:3:p:373-392

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