A new algorithm for solving the general quadratic programming problem
Identifieur interne : 002806 ( Main/Exploration ); précédent : 002805; suivant : 002807A new algorithm for solving the general quadratic programming problem
Auteurs : Reiner Horst [Allemagne] ; Nguyen Van Thoai [Allemagne]Source :
- Computational Optimization and Applications [ 0926-6003 ] ; 1996-01-01.
Abstract
Abstract: For the general quadratic programming problem (including an equivalent form of the linear complementarity problem) a new solution method of branch and bound type is proposed. The branching procedure uses a well-known simplicial subdivision and the bound estimation is performed by solving certain linear programs.
Url:
DOI: 10.1007/BF00429750
Affiliations:
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