Branch-and-bound approaches to standard quadratic optimization problems
- Cite this article as:
- Bomze, I.M. Journal of Global Optimization (2002) 22: 17. doi:10.1023/A:1013886408463
- 197 Downloads
This paper explores several possibilities for applying branch-and-bound techniques to a central problem class in quadratic programming, the so-called Standard Quadratic Problems (StQPs), which consist of finding a (global) minimizer of a quadratic form over the standard simplex. Since a crucial part of the procedures is based on efficient local optimization, different procedures to obtain local solutions are discussed, and a new class of ascent directions is proposed, for which a convergence result is established. Main emphasis is laid upon a d.c.-based branch-and-bound algorithm, and various strategies for obtaining an efficient d.c. decomposition are discussed.