IDEAS home Printed from https://ideas.repec.org/a/wly/navres/v40y1993i3p373-392.html
   My bibliography  Save this article

Global minimization of indefinite quadratic functions subject to box constraints

Author

Listed:
  • Pierre Hansen
  • Brigitte Jaumard
  • MichèLe Ruiz
  • Junjie Xiong

Abstract

A branch‐and‐bound algorithm is proposed for global minimization of indefinite quadratic functions subject to box constraints. Branching is done according to the sign of first‐order derivatives. New tests based on the compatibility of signs of several first‐order derivatives and on various bounding procedures, allow curtailment of the search. Computational experiments are reported. Comparison is made with an interval arithmetic implementation. © 1993 John Wiley & Sons, Inc.

Suggested Citation

  • Pierre Hansen & Brigitte Jaumard & MichèLe Ruiz & Junjie Xiong, 1993. "Global minimization of indefinite quadratic functions subject to box constraints," Naval Research Logistics (NRL), John Wiley & Sons, vol. 40(3), pages 373-392, April.
    • Handle: RePEc:wly:navres:v:40:y:1993:i:3:p:373-392
    DOI: 10.1002/1520-6750(199304)40:33.0.CO;2-A
    as

    Download full text from publisher

    File URL: https://doi.org/10.1002/1520-6750(199304)40:33.0.CO;2-A
    Download Restriction: no
    File URL: https://libkey.io/10.1002/1520-6750(199304)40:33.0.CO;2-A?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Paul F. Kough, 1979. "The Indefinite Quadratic Programming Problem," Operations Research, INFORMS, vol. 27(3), pages 516-533, June.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Benjamin Beach & Robert Hildebrand & Joey Huchette, 2022. "Compact mixed-integer programming formulations in quadratic optimization," Journal of Global Optimization, Springer, vol. 84(4), pages 869-912, December.
    2. Riccardo Cambini & Claudio Sodini, 2008. "A computational comparison of some branch and bound methods for indefinite quadratic programs," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 16(2), pages 139-152, June.
    3. Yash Puranik & Nikolaos V. Sahinidis, 2017. "Bounds tightening based on optimality conditions for nonconvex box-constrained optimization," Journal of Global Optimization, Springer, vol. 67(1), pages 59-77, January.
    4. Wei Xia & Juan C. Vera & Luis F. Zuluaga, 2020. "Globally Solving Nonconvex Quadratic Programs via Linear Integer Programming Techniques," INFORMS Journal on Computing, INFORMS, vol. 32(1), pages 40-56, January.
    5. Samuel Burer & Dieter Vandenbussche, 2009. "Globally solving box-constrained nonconvex quadratic programs with semidefinite-based finite branch-and-bound," Computational Optimization and Applications, Springer, vol. 43(2), pages 181-195, June.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.

      More about this item

      Statistics

      Access and download statistics

      Corrections

      All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wly:navres:v:40:y:1993:i:3:p:373-392. See general information about how to correct material in RePEc.

      If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

      If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

      If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

      For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://doi.org/10.1002/(ISSN)1520-6750 .

      Please note that corrections may take a couple of weeks to filter through the various RePEc services.

      IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.