一个求解非凸二次规划使用RLT技术的分枝定界算法-应用数学专业毕业论文.pdfVIP

A REFORMULATION LINEARIZATION TECHNIQUE BRANCH-AND-BOUND ALGORITHM FOR NON-CONVEX NONLINEAR PROGRAMMING ABSTRACT A branch-and-bound algorithm using the Reformulation Linearization Technique(RLT)for non-convex quadratic programming problems. This al- gorithm is a modified algorithm of the limited branch and bound algo- rithm proposed by Samuel Burer and Dieter Vandenbussche. In Burer and Vandenbussche’s algorithm, they use the