An effective branch-and-bound algorithm for convex quadratic integer programming
نویسندگان
چکیده
منابع مشابه
An Effective Branch-and-Bound Algorithm for Convex Quadratic Integer Programming
We present a branch-and-bound algorithm for minimizing a convex quadratic objective function over integer variables subject to convex constraints. In a given node of the enumeration tree, corresponding to the fixing of a subset of the variables, a lower bound is given by the continuous minimum of the restricted objective function. We improve this bound by exploiting the integrality of the varia...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 2011
ISSN: 0025-5610,1436-4646
DOI: 10.1007/s10107-011-0475-x