A new algorithm for the general quadratic programming problems with box constraints

Abstract  In this paper, we propose a new branch-and-bound algorithm for the general quadratic problems with box constraints. We, first,
transform the problem into a separable form by D. C. decomposition and Cholesky factorization of a positive definite matrix.
Then a lower bounding technique is derived and a branch-and-bound algorithm is presented based on the lower bounding and rectangular
bisection. Finally, preliminary computational results are reported.

• Content Type Journal Article
• Category Original Paper
• DOI 10.1007/s11075-009-9358-0
• Authors
  
  
  • Jianling Li, Guangxi University College of Mathematics and Information Science Nanning Guangxi 530004 China
  • Peng Wang, Haikou College of Economics Department of Basic Course Wentan Road 2 Haikou Hainan 570203 China
  • Lin Ma, Guangxi University College of Mathematics and Information Science Nanning Guangxi 530004 China
  
  

• Journal Numerical Algorithms
• Online ISSN 1572-9265
• Print ISSN 1017-1398

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Original source : http://www.springerlink.com/content/aj558035pl8857...