AN ALGORITHM FOR INDEFINITE INTEGER QUADRATIC-PROGRAMMING

被引：14

作者：

ERENGUC, SS

BENSON, HP

机构：

[1] Department of Decision, Information Sciences University of Florida, Gainesville

来源：

COMPUTERS & MATHEMATICS WITH APPLICATIONS | 1991年 / 21卷 / 6-7期

关键词：

D O I：

10.1016/0898-1221(91)90164-Y

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We present an algorithm for finding the global minimum of an indefinite quadratic function over the integers contained in a compact, convex set. To find this minimum, the algorithm first transforms the problem into an equivalent problem with a separable objective function. It then uses a branch and bound search on the values of the constraints, rather than the variables, of the transformed problem.

引用

页码：99 / 106

页数：8