An algorithm for the minimization of an indefinite quadratic function over a box
Conference
·
OSTI ID:36249
It is well known that the minimization of a quadratic function in 0-1 variables is equivalent to the (continuous) minimization of an indefinite quadratic function over a box. In this paper, a branch-and-bound procedure for the latter is presented. At each node, a lower bound is obtained by minimizing the objective function over an ellipsoid. A heuristic method is also proposed, yielding a local minimum of the continuous problem. Some preliminary numerical results will be provided.
- OSTI ID:
- 36249
- Report Number(s):
- CONF-9408161--
- Country of Publication:
- United States
- Language:
- English
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