Exact Optimal Solution to Nonseparable Concave Quadratic Integer Programming Problems
Nonseparable quadratic integer programming problems have extensive applications in real world and have received considerable attentions. In this paper, a new exact algorithm is presented for nonseparable concave quadratic integer programming problems. This algorithm is of a branch and bound frame, where the lower bound is obtained by solving a quadratic convex programming problem and the branches are partitioned via a special domain cut technique by which the optimality gap is reduced gradually. The optimal solution to the primal problem can be found in a finite number of iterations. Numerical results are also reported to illustrate the efficiency of our algorithm.
KeywordsNonseparable concave integer programming problems Linear and contour cut Domain partition Quadratic convex programming
MSC (2010):90C10 90C26 90C30
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