Global minimization of indefinite quadratic problems. (English) Zbl 0627.65072

A branch and bound algorithm is proposed for finding the global optimum of large-scale indefinite quadratic problems over a polytope. The algorithm uses separable programming and techniques from concave optimization to obtain approximate solutions. Results on error bounding are given and preliminary computational results using the Cray 1 S supercomputer are reported.


65K05 Numerical mathematical programming methods
90C20 Quadratic programming


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