A branch-and-cut algorithm for nonconvex quadratic programs with box constraints

We present the implementation of a branch-and-cut algorithm for bound constrained nonconvex quadratic programs. We use a class of inequalities developed in [12] as cutting planes. We present various branching strategies and compare the algorithm to several other methods to demonstrate its effectiven...

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Bibliographic Details
Published inMathematical programming Vol. 102; no. 3; pp. 559 - 575
Main Authors Vandenbussche, Dieter, Nemhauser, George L.
Format Journal Article
LanguageEnglish
Published Heidelberg Springer 01.04.2005
Springer Nature B.V
Subjects
Algorithms
Applied sciences
Exact sciences and technology
Mathematical programming
Operational research and scientific management
Operational research. Management science
Linear programming
Non convex programming
Quadratic programming
Branch and cut method
Cutting plane method
Constrained optimization
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ISSN0025-5610
1436-4646
DOI10.1007/s10107-004-0550-7

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Summary:We present the implementation of a branch-and-cut algorithm for bound constrained nonconvex quadratic programs. We use a class of inequalities developed in [12] as cutting planes. We present various branching strategies and compare the algorithm to several other methods to demonstrate its effectiveness.
Bibliography:ObjectType-Article-1
SourceType-Scholarly Journals-1
content type line 14
ISSN:0025-5610
1436-4646
DOI:10.1007/s10107-004-0550-7