Computational study of a family of mixed-integer quadratic programming problems

被引：270

作者：

Bienstock, D

机构：

来源：

MATHEMATICAL PROGRAMMING | 1996年 / 74卷 / 02期

关键词：

branch-and-cut; mixed-integer; quadratic programming; parallel computing;

D O I：

10.1007/BF02592208

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

We present computational experience with a branch-and-cut algorithm to solve quadratic programming problems where there is an upper bound on the number of positive variables. Such problems arise in financial applications. The algorithm solves the largest real-life problems in a few minutes of run-time.

引用

页码：121 / 140

页数：20

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