We present computational experience with a branch and cut algorithm to solve quadratic programming problems where there is an upper bound on the number os the variables positives. Such problems arise financial applications. The algorithm solves the largest real life problems in a few minutes of run-time.
CITATION STYLE
Bienstock, D. (1995). Computational study of a family of mixed-integer quadratic programming problems (pp. 80–94). https://doi.org/10.1007/3-540-59408-6_43
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