A Branch and Bound Reduced Algorithm for Quadratic Programming Problems with Quadratic Constraints. (11th November 2013)

• Record Type: Journal Article
• Authors: Gao, Yuelin; Li, Feifei; Jin, Siqiao
• Other Names: Ge Dongdong Academic Editor.
• Is Part Of: Mathematical problems in engineering. Volume 2013(2013)
• Publication Date: 2013-11-11
• Subjects: Engineering mathematics -- Periodicals; 510.2462
• DOI: 10.1155/2013/594693
• Languages: English
• ISSNs: 1024-123X

Abstract

Abstract : We propose a branch and bound reduced algorithm for quadratic programming problems with quadratic constraints. In this algorithm, we determine the lower bound of the optimal value of original problem by constructing a linear relaxation programming problem. At the same time, in order to improve the degree of approximation and the convergence rate of acceleration, a rectangular reduction strategy is used in the algorithm. Numerical experiments show that the proposed algorithm is feasible and effective and can solve small- and medium-sized problems.