本文提出了一个求不定二次规划问题全局最优解的新算法.首先,给出了三种计算下界的方法:线性逼近法、凸松弛法和拉格朗日松弛法;并且证明了拉格朗日对偶界与通过凸松弛得到的下界是相等的;然后建立了基于拉格朗日对偶界和矩形两分法的分枝定界算法,并给出了初步的数值试验结果.
In this paper we propose a new algorithm for finding a global solution of indefinite quadratic programming problems. We first derive three lower bounding techniques: linear approximation, convex relaxation and Lagrangian relaxation. We prove that the Lagrangian dual bound is identical to the lower bound obtained by convex relaxation. A branch-and-bound algorithm based on the Lagrangian lower bounds and rectangular bisection is then presented with preliminary computational results.