Assignment methods incombinatorial data analysis
Assignment methods incombinatorial data analysis
An Algorithm for Global Minimization of Linearly Constrained Quadratic Functions
Journal of Global Optimization
Computational Intelligence and Security
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A branch and bound algorithm is proposed for solving integer separable concave problems. The method uses Lagrangian duality to obtain lower and upper bounds. We show that the dual program of a separable concave problem is a linear program. Moreover, we identify an excellent candidate to test on each region of the branch and we show an optimality sufficient condition for this candidate. Preliminary computational results are reported.