Solution of Integer Programs with a Quadratic Objective Function

Authors:
Ta Huu Phuong
Affiliations:
School of Accountancy and Business Administration, University of Singapore, Bukit Timah Road, Singapore 10, Singapore
Venue:
Journal of the ACM (JACM)
Year:
1976

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Abstract

This paper presents a branch and bound method for solving problems in which the objective function is quadratic, the constraints are linear, and some or all variables are required to be integer. The algorithm is obtained by grafting an inverse-basis version of Beale's method onto the Land-Doig procedure. The code has been tested on a computer, and computational results with various strategies of branching are reported.