Numerical Experience with Lower Bounds for MIQP Branch-And-Bound

  • Authors:
  • Roger Fletcher;Sven Leyffer

  • Affiliations:
  • -;-

  • Venue:
  • SIAM Journal on Optimization
  • Year:
  • 1998

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Abstract

The solution of convex mixed-integer quadratic programming (MIQP) problems with a general branch-and-bound framework is considered. It is shown how lower bounds can be computed efficiently during the branch-and-bound process. Improved lower bounds such as the ones derived in this paper can reduce the number of quadratic programming (QP) problems that have to be solved. The branch-and-bound approach is also shown to be superior to other approaches in solving MIQP problems. Numerical experience is presented which supports these conclusions.