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Computational study of a family of mixed-integer quadratic programming problems

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Integer Programming and Combinatorial Optimization (IPCO 1995)

Part of the book series: Lecture Notes in Computer Science ((LNCS,volume 920))

Abstract

We present computational experience with a branch-and-cut algorithm to solve quadratic programming problems where there is an upper bound on the number of positive variables. Such problems arise in financial applications. The algorithm solves the largest real-life problems in a few minutes of run-time.

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Author information

Authors and Affiliations

  1. Columbia University, 10027, New York, NY

    Daniel Bienstock

Authors
  1. Daniel Bienstock
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Editor information

Egon Balas Jens Clausen

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© 1995 Springer-Verlag Berlin Heidelberg

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Bienstock, D. (1995). Computational study of a family of mixed-integer quadratic programming problems. In: Balas, E., Clausen, J. (eds) Integer Programming and Combinatorial Optimization. IPCO 1995. Lecture Notes in Computer Science, vol 920. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-59408-6_43

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  • DOI: https://doi.org/10.1007/3-540-59408-6_43

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-59408-6

  • Online ISBN: 978-3-540-49245-0

  • eBook Packages: Springer Book Archive

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