A Branch and Bound Reduced Algorithm for Quadratic Programming Problems with Quadratic Constraints
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 d...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2013-01-01
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| Series: | Mathematical Problems in Engineering |
| Online Access: | http://dx.doi.org/10.1155/2013/594693 |
| Summary: | 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. |
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| ISSN: | 1024-123X 1563-5147 |