A Feasible Active Set Method with Reoptimization for Convex Quadratic Mixed-Integer Programming
نویسندگان
چکیده
منابع مشابه
A Feasible Active Set Method with Reoptimization for Convex Quadratic Mixed-Integer Programming
We propose a feasible active set method for convex quadratic programming problems with non-negativity constraints. This method is specifically designed to be embedded into a branch-and-bound algorithm for convex quadratic mixed integer programming problems. The branch-and-bound algorithm generalizes the approach for unconstrained convex quadratic integer programming proposed by Buchheim, Caprar...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2016
ISSN: 1052-6234,1095-7189
DOI: 10.1137/140978971