By Charles Audet, Pierre Hansen, Brigitte Jaumard
We current a department and lower set of rules that yields in finite time, a globally ☼-optimal answer (with admire to feasibility and optimality) of the nonconvex quadratically limited quadratic programming challenge. the belief is to estimate all quadratic phrases by way of successive linearizations inside a branching tree utilizing Reformulation-Linearization ideas (RLT). to take action, 4 sessions of linearizations (cuts), reckoning on one to 3 parameters, are distinct. for every type, we convey tips to opt for the easiest member with admire to an actual criterion. The cuts brought at any node of the tree are legitimate within the entire tree, and never in simple terms in the subtree rooted at that node. with a purpose to increase the computational velocity, the constitution created at any node of the tree is versatile adequate for use at different nodes. Computational effects are stated that come with regular try out difficulties taken from the literature. a few of these difficulties are solved for the 1st time with an evidence of world optimality.
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A branch and cut algorithm for nonconvex quadratically constrained quadratic programming by Charles Audet, Pierre Hansen, Brigitte Jaumard