An Implicit Enumeration Algorithm for Quadratic Integer Programming

Published Online:https://doi.org/10.1287/mnsc.26.3.282

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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