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An Implicit Enumeration Algorithm for Quadratic Integer Programming

1980; Institute for Operations Research and the Management Sciences; Volume: 26; Issue: 3 Linguagem: Inglês

10.1287/mnsc.26.3.282

ISSN

1526-5501

Autores

Richard D. McBride, Jonathan S. Yormark,

Tópico(s)

Advanced Optimization Algorithms Research

Resumo

We present an implicit enumeration algorithm for a nonseparable quadratic integer programming problem. We utilize fathoming criteria derived from Lemke's complementary pivot algorithm, and compare the use of pseudo-costs versus generalized penalties as a guide to branching. Computational experience is provided.

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