An algorithm for indefinite quadratic programming with convex constraints

Authors:
Lêd. Muu;W. Oettli
Affiliations:
Institute of Mathematics, Box 631 Bo Ho, Hanoi, Vietnam;Universität Mannheim, Postfach 10 34 62, W-6800 Mannheim 1, Germany
Venue:
Operations Research Letters
Year:
1991

Citing 2
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Abstract

We propose a branch-and-bound method for minimizing an indefinite quadratic function over a convex set. The bounding operation is based on a certain relaxation of the constraints. The branching is a simplex bisection.