Article ISI SCOPUS
JOURNAL OF GLOBAL OPTIMIZATION  (2000)

An algorithm for global minimization of linearly constrained quadratic functions

Barrientos, O; Correa, R.

Abstract

A branch and bound algorithm is proposed for finding an approximate global optimum of quadratic functions over a bounded polyhedral set. The algorithm uses Lagrangian duality to obtain lower bounds. Preliminary computational results are reported.

Más información

Título según WOS: An algorithm for global minimization of linearly constrained quadratic functions
Título según SCOPUS: An Algorithm for Global Minimization of Linearly Constrained Quadratic Functions
Título de la Revista: JOURNAL OF GLOBAL OPTIMIZATION
Volumen: 16
Número: 1
Editorial: Springer
Fecha de publicación: 2000
Página de inicio: 77
Página final: 93
Idioma: English
URL: http://link.springer.com/10.1023/A:1008306625093
DOI:

10.1023/A:1008306625093
Notas: ISI, SCOPUS