应用数学2006，Vol.19Issue(1)：25-29,5.
求解带二次约束的非凸二次规划的一种分支定界算法
A Branch and Bound Algorithm for Nonconvex Quadratic Programming with Quadratic Constraints
摘要
Abstract
In this paper a branch and bound approach for nonconvex quadratic programming with quadratic constrained is introduced. In the proposed algorithm, we make use of the Lipschitz condition to determine lower bounds of functions over each rectangle. Further, convergence of the algorithm is proved. The implementation of the algorithms on several test problems is reported with satisfactory numerical results.关键词
二次规划/二次约束/分支定界/最优化Key words
Quadratic programming/Branch and bound algorithm/Lipschitz condition分类
数理科学引用本文复制引用
杨永健,高岳林..求解带二次约束的非凸二次规划的一种分支定界算法[J].应用数学,2006,19(1):25-29,5.基金项目
Supported by the National Natural Science Foundation (10271073) （10271073）
