The Indefinite Quadratic Programming Problem

Published Online:https://doi.org/10.1287/opre.27.3.516

We develop several algorithms that obtain the global optimum to the indefinite quadratic programming problem. A generalized Benders cut method is employed. These algorithms all possess ϵ-finite convergence. To obtain finite convergence, we develop exact cuts, which are locally precise representations of a reduced objective. A finite algorithm is then constructed. Introductory computational results are presented.

INFORMS site uses cookies to store information on your computer. Some are essential to make our site work; Others help us improve the user experience. By using this site, you consent to the placement of these cookies. Please read our Privacy Statement to learn more.