The purpose of this article is to develop a branch-and-bound algorithm using duality bounds for the generalquadratically-constrained quadraticprogrammingproblem and having the following properties: (i) duality boun...
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The purpose of this article is to develop a branch-and-bound algorithm using duality bounds for the generalquadratically-constrained quadraticprogrammingproblem and having the following properties: (i) duality bounds are computed by solving ordinary linear programs;(ii) they are at least as good as the lower bounds obtained by solving relaxed problems, in which each nonconvex function is replaced by its convex envelope;(iii) standard convergence properties of branch-and-bound algorithms for nonconvex global optimization problems are guaranteed. Numerical results of preliminary computational experiments for the case of one quadratic constraint are reported.
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