A New Algorithm Based on Lagrangian Relaxation for Solving Indefinite Quadratic Integer Programming

作者：Li, Jianling; Wang, Peng; Jian, Jinbao^*

来源：Journal of Computational Analysis and Applications, 2015, 19(6): 1038-1048.

• indefinite quadratic integer programming
• branch-and-bound
• Lagrangian relaxation
• Lagrangian dual bound

In this paper we propose a new algorithm for finding a global solution of indefinite quadratic integer programming. We first derive Lagrangian dual bounds by D.C. decomposition and Lagrangian relaxation. And then a new branch-and-bound based on Lagrangian dual bounds and integral hyper-rectangular bisection is presented. Finally, preliminary numerical results are reported.

• 出版日期2015-12
• 单位上海师范大学; 广西大学; 玉林师范学院