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A new algorithm for solving the general quadratic programming problem

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Abstract

For the general quadratic programming problem (including an equivalent form of the linear complementarity problem) a new solution method of branch and bound type is proposed. The branching procedure uses a well-known simplicial subdivision and the bound estimation is performed by solving certain linear programs.

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Authors and Affiliations

  1. Department of Mathematics, University of Trier, D-54286, Trier, Germany

    Reiner Horst & Nguyen Van Thoai

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  1. Reiner Horst
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  2. Nguyen Van Thoai
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Horst, R., Van Thoai, N. A new algorithm for solving the general quadratic programming problem. Comput Optim Applic 5, 39–48 (1996). https://doi.org/10.1007/BF00429750

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  • DOI: https://doi.org/10.1007/BF00429750

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