Numerical experience with lower bounds for MIQP branch-and-bound
R Fletcher, S Leyffer - SIAM Journal on Optimization, 1998 - SIAM
R Fletcher, S Leyffer
SIAM Journal on Optimization, 1998•SIAMThe 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 …
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 …
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.
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