A simple procedure for solving a continuous quadratic mathematical model

Authors
Djerdjour, M
Citation
M. Djerdjour, A simple procedure for solving a continuous quadratic mathematical model, APPL MATH C, 113(2-3), 2000, pp. 161-174
Citations number
8
Categorie Soggetti
Engineering Mathematics
Journal title
APPLIED MATHEMATICS AND COMPUTATION
ISSN journal
00963003 → ACNP
Volume
113
Issue
2-3
Year of publication
2000
Pages
161 - 174
Database
ISI
SICI code
0096-3003(20000715)113:2-3<161:ASPFSA>2.0.ZU;2-9
Abstract
A new efficient procedure for solving a class of continuous linearly constr ained quadratic problems is presented, It is based on the use of surrogate multipliers to construct an equivalent knapsack problem that is easier to s olve, and a greedy-like procedure to solve it, This procedure is applicable in developing efficient branch and bound algorithms, by computing upper (l ower) bounds for a quadratic integer problem. (C) 2000 Elsevier Science Inc . All rights reserved.