带有二次约束二次规划问题的分枝定界方法  

A Branch-and-bound Method of the Quadratic Programming Problem with Quadratic Constraints

作　　者：高岳林[1] 叶留青[2] 张连生[1] 

机构地区：[1]上海大学数学系 [2]焦作师范高等专科学校数学系,焦作454001

出　　处：《工程数学学报》2003年第2期82-86,共5页Chinese Journal of Engineering Mathematics

摘　　要：提出了一种解带有二次约束二次规划问题的新的分枝定界算法对该算法进行了收敛性分析。这种方法是用新的线性规划松弛定界技术确定最优值的下界,并且把分枝定界技术和外逼近方法有机地结合起来。We present a new branchandbound algorithm for solving quadratic programming problem with quadratic constraints, and analyze the convergence of the algorithm. The method determines the lower bound of optimal value of former problem over a simplex by a new linear programming relaxation bounded technique and integrates outer approximation method with branchandbound scheme.

关 键 词：分枝定界方法 整体优化 线性规划松弛 二次约束二次规划 

分 类 号：O211.1[理学—概率论与数理统计]