Box-constrained quadratic programs with fixed charge variables (Q933786)

From MaRDI portal





scientific article; zbMATH DE number 5304060
Language Label Description Also known as
default for all languages
No label defined
    English
    Box-constrained quadratic programs with fixed charge variables
    scientific article; zbMATH DE number 5304060

      Statements

      Box-constrained quadratic programs with fixed charge variables (English)
      0 references
      0 references
      0 references
      25 July 2008
      0 references
      The mixed integer program of the form \[ \max x^TQx+ C^tx- f^t\delta,\qquad\text{s.t. }0\leq x\leq \delta, \] \[ x\in\mathbb{R}^n,\quad \delta\in\{0,1\}^n,\quad Q\in\mathbb{R}^{n\times n},\quad c,f\in \mathbb{R}^n \] is studied and a branch-and-cut algorithm is given. Furthermore, there are lots of theoretical results and connections with similar problems.
      0 references
      Branch-and-cut
      0 references
      Quadratic programming
      0 references
      Global Optimization
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references

      Identifiers