An Exact Algorithm for Nonconvex Quadratic Integer Minimization Using Ellipsoidal Relaxations

We propose a branch-and-bound algorithm for minimizing a not necessarily convex quadratic function over integer variables. The algorithm is based on lower bounds computed as continuous minima of the objective function over appropriate ellipsoids. In the nonconvex case, we use ellipsoids enclosing th...

Full description

Bibliographic Details

Published in:	SIAM journal on optimization Vol. 23; no. 3; pp. 1867 - 1889
Main Authors:	Buchheim, C., De Santis, M., Palagi, L., Piacentini, M.
Format:	Journal Article
Language:	English
Published:	Philadelphia Society for Industrial and Applied Mathematics 01.01.2013
Subjects:	Algorithms Experiments Integer programming Optimization Variables
ISSN:	1052-6234, 1095-7189
Online Access:	Get full text
Tags:	Add Tag No Tags, Be the first to tag this record!