Charles Audet, Pierre Hansen, Brigitte Jaumard's A branch and cut algorithm for nonconvex quadratically PDF

By Charles Audet, Pierre Hansen, Brigitte Jaumard

We current a department and lower set of rules that yields in finite time, a globally ☼-optimal resolution (with admire to feasibility and optimality) of the nonconvex quadratically restricted quadratic programming challenge. the assumption is to estimate all quadratic phrases through successive linearizations inside of a branching tree utilizing Reformulation-Linearization ideas (RLT). to take action, 4 sessions of linearizations (cuts), reckoning on one to 3 parameters, are distinct. for every type, we express how you can decide upon the simplest member with appreciate to an actual criterion. The cuts brought at any node of the tree are legitimate within the complete tree, and never merely in the subtree rooted at that node. so that it will increase the computational velocity, the constitution created at any node of the tree is versatile adequate for use at different nodes. Computational effects are mentioned that come with commonplace attempt difficulties taken from the literature. a few of these difficulties are solved for the 1st time with an explanation of world optimality.

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A branch and cut algorithm for nonconvex quadratically constrained quadratic programming by Charles Audet, Pierre Hansen, Brigitte Jaumard


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