Branch-delete-bound algorithm for globally solving quadratically constrained quadratic programs

This paper presents a branch-delete-bound algorithm for effectively solving the global minimum of quadratically constrained quadratic programs problem, which may be nonconvex. By utilizing the characteristics of quadratic function, we construct a new linearizing method, so that the quadratically con...

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Bibliographic Details
Main Authors: Hou Zhisong, Jiao Hongwei, Cai Lei, Bai Chunyang
Format: Article
Language:English
Published: De Gruyter 2017-10-01
Series:Open Mathematics
Subjects:
Online Access:http://www.degruyter.com/view/j/math.2017.15.issue-1/math-2017-0099/math-2017-0099.xml?format=INT