MAXIMIZING A CONVEX QUADRATIC FUNCTION OVER A HYPERCUBE
نویسندگان
چکیده
منابع مشابه
Maximizing a Convex Quadratic Function over a Hypercube
This paper deals with a new algorithm for obtaining a global maximum of a convex quadratic function over a unit hypercube, which is a classical and tough combinatorial problem. The basic idea of our algorithm is to reformulate this problem as an equivalent bilinear programming problem and to apply cutting plane approach developed by the author for solving bilinear knapsack problem. It will be s...
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ژورنال
عنوان ژورنال: Journal of the Operations Research Society of Japan
سال: 1980
ISSN: 0453-4514,2188-8299
DOI: 10.15807/jorsj.23.171