Download E-books A branch and cut algorithm for nonconvex quadratically constrained quadratic programming PDF

By Charles Audet, Pierre Hansen, Brigitte Jaumard

We current a department and reduce set of rules that yields in finite time, a globally ☼-optimal answer (with appreciate to feasibility and optimality) of the nonconvex quadratically restricted quadratic programming challenge. the belief is to estimate all quadratic phrases through successive linearizations inside a branching tree utilizing Reformulation-Linearization strategies (RLT). to take action, 4 periods of linearizations (cuts), looking on one to 3 parameters, are targeted. for every type, we express find out how to decide upon the simplest member with admire to an exact criterion. The cuts brought at any node of the tree are legitimate within the complete tree, and never in simple terms in the subtree rooted at that node. so one can improve the computational velocity, the constitution created at any node of the tree is versatile sufficient for use at different nodes. Computational effects are pronounced that come with normal try difficulties taken from the literature. a few of these difficulties are solved for the 1st time with an evidence of world optimality.

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