DESEMPE ̃NO COMPUTACIONAL DE ESTRATEGIAS H ́IBRIDAS PARA LA SOLUCI ́ON DE PROBLEMAS CUADR ́ATICOS NO CONVEXOS CON RESTRICCIONES DE CAJA
Keywords:
Non-convex quadratic programming, Parametric optimization, Branch-and-Bound, Double non negative relaxation, Semidefinite programmingAbstract
In this paper the minimization of a non-convex quadratic function under box constraints is con- sidered. For solving this problem, we propose a hybrid strategy combining a cut and continuation method with a Branch and Bound procedure, based on double non-negative relaxation. We compare the results of the new approach with the Branch and Bound method and with the preceding hybrid algorithm.The influence of characteristics of the problem in the algorithm’s behavior is explored. Computational experiments include problems of higher dimension than the ones reported in the re- ferred literature and show that the new strategy improves the results concern to number of explored nodes and computation time.