A New Algorithm Based on Lagrangian Relaxation for Solving Indefinite Quadratic Integer Programming.

In this paper we propose a new algorithm for finding a global solution of indefinite quadratic integer programming. We first derive Lagrangian dual bounds by D.C. decomposition and Lagrangian relaxation. And then a new branch-and-bound based on Lagrangian dual bounds and integral hyper-rectangular bisection is presented. Finally, preliminary numerical results are reported. [ABSTRACT FROM AUTHOR]