Box-constrained quadratic programs with fixed charge variables (Q933786)
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English | Box-constrained quadratic programs with fixed charge variables |
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Box-constrained quadratic programs with fixed charge variables (English)
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25 July 2008
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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.
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Branch-and-cut
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Quadratic programming
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Global Optimization
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