Indefinite quadratic integer bilevel programming problem with bounded variables (Q1956480)
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English | Indefinite quadratic integer bilevel programming problem with bounded variables |
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Indefinite quadratic integer bilevel programming problem with bounded variables (English)
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22 September 2010
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Goal of the paper is the development of an algorithm for the solution of indefinite quadratic bilevel integer programming problems with bounded variables. For that, firstly, an algorithm is provided which solves indefinite quadratic programming problems with box constraints and real variables. Then a mixed integer cut is used to determine a solution of the integer version of the latter problem. The progression of the resulting algorithm for the bilevel problem is illustrated by a detailed example.
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integer programming
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indefinite quadratic optimization problem
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bilevel programming problem
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box constraints
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mixed integer cut
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