Numerical Experience with Lower Bounds for MIQP Branch-And-Bound
نویسندگان
چکیده
The solution of convex Mixed Integer Quadratic Programming (MIQP) problems with a general branch{and{bound framework is considered. It is shown how lower bounds can be computed eeciently during the branch{and{bound process. Improved lower bounds such as the ones derived in this paper can reduce the number of QP problems that have to be solved. The branch{and{bound approach is also shown to be superior to other approaches to solving MIQP problems. Numerical experience is presented which supports these conclusions.
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ورودعنوان ژورنال:
- SIAM Journal on Optimization
دوره 8 شماره
صفحات -
تاریخ انتشار 1998