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Computational Optimization and Applications

, Volume 5, Issue 1, pp 39–48 | Cite as

A new algorithm for solving the general quadratic programming problem

  • Reiner Horst
  • Nguyen Van Thoai
Article

Abstract

For the general quadratic programming problem (including an equivalent form of the linear complementarity problem) a new solution method of branch and bound type is proposed. The branching procedure uses a well-known simplicial subdivision and the bound estimation is performed by solving certain linear programs.

Keywords

general quadratic programming problem linear complementarity problem global optimization branch and bound algorithm 

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Copyright information

© Kluwer Academic Publishers 1996

Authors and Affiliations

  • Reiner Horst
    • 1
  • Nguyen Van Thoai
    • 1
  1. 1.Department of MathematicsUniversity of TrierTrierGermany

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