Global minimization of indefinite quadratic problems (Q1092620): Difference between revisions
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Revision as of 03:10, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Global minimization of indefinite quadratic problems |
scientific article |
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Global minimization of indefinite quadratic problems (English)
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1987
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A branch and bound algorithm is proposed for finding the global optimum of large-scale indefinite quadratic problems over a polytope. The algorithm uses separable programming and techniques from concave optimization to obtain approximate solutions. Results on error bounding are given and preliminary computational results using the Cray 1 S supercomputer are reported.
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constrained global optimization
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indefinite quadratic programming
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branch and bound algorithm
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global optimum
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large-scale indefinite quadratic problems
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concave optimization
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error bounding
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