Computing

, Volume 39, Issue 4, pp 281–291

# Global minimization of indefinite quadratic problems

• P. M. Pardalos
• J. H. Glick
• J. B. Rosen
Contributed Papers

## Abstract

A branch and bound algorithm is proposed for finding the global optimum of large-scale indefinite quadratic problems over a polytope. The algorithm uses separable programming and techniques from concave optimization to obtain approximate solutions. Results on error bounding are given and preliminary computational results using the Cray 1S supercomputer as reported.

65K05 90C30

# Globale Minimisierung indefiniter quadratischer Probleme

## Zusammenfassung

Wir schlagen einen neuen „branch and bound” Algorithmus vor, um globale Optima indefiniter quadratischer Probleme über einem Polytop zu berechnen. Unser Algorithmus benutzt separable Programmierung und Techniken der konkaven Optimierung zur näherungsweisen Berechnung von Lösungen. Ferner wird eine Fehleranalyse durchgeführt und es wird über vorläufige experimentelle Ergebnisse (auf einer Cray 1 S) berichtet.

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