By Charles Audet, Pierre Hansen, Brigitte Jaumard

We current a department and minimize set of rules that yields in finite time, a globally ☼-optimal answer (with recognize to feasibility and optimality) of the nonconvex quadratically restricted quadratic programming challenge. the belief is to estimate all quadratic phrases through successive linearizations inside of a branching tree utilizing Reformulation-Linearization innovations (RLT). to take action, 4 sessions of linearizations (cuts), reckoning on one to 3 parameters, are particular. for every category, we convey the way to decide on the simplest 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. as a way 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 mentioned that come with typical try out difficulties taken from the literature. a few of these difficulties are solved for the 1st time with an explanation 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


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