Le Thi Hoai An, Pham Dinh Tao: "A Branch-and-Bound method via D.C. Optimization Algorithm and Ellipsoidal technique for Box Constrained Nonconvex Quadratic Programming Problems".

Abstract: In this paper we propose a new branch and bound algorithm using a rectangular partition and ellipsoidal technique for minimizing a nonconvex quadratic function with box constraints. The bounding procedures are investigated by d.c. (difference of convex functions) optimization algorithms, called DCA. This is based upon the fact that the application of the DCA to the problems of minimizing a quadratic form over an ellipsoid and/or over a box is efficient. Some details of computational aspects of the algorithm are reported. Finally, numerical experiments on a lot of test problems showing the efficiency of our algorithm are presented.

 
Keywords: Branch and bound, Ellipsoidal technique, d.c. Optimization, DCA, Ball constrained quadratic problem, Box constrained quadratic problem.
 
Citation: Le Thi Hoai An and Pham Dinh Tao, A Branch-and-Bound method via D.C. Optimization Algorithm and Ellipsoidal technique for Box Constrained Nonconvex Quadratic Programming Problems. Journal of Global Optimization 13, pp. 171-206, 1998
 
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