A Branch and Bound Reduced Algorithm for Quadratic Programming Problems with Quadratic Constraints

Abstract EN

We propose a branch and bound reduced algorithm for quadratic programming problems with quadratic constraints.

In this algorithm, we determine the lower bound of the optimal value of original problem by constructing a linear relaxation programming problem.

At the same time, in order to improve the degree of approximation and the convergence rate of acceleration, a rectangular reduction strategy is used in the algorithm.

Numerical experiments show that the proposed algorithm is feasible and effective and can solve small- and medium-sized problems.