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Globally solving box-constrained nonconvex quadratic programs with semidefinite-based finite branch-and-bound. (English) Zbl 1170.90522
Summary: We consider a recent branch-and-bound algorithm of the authors for nonconvex quadratic programming. The algorithm is characterized by its use of semidefinite relaxations within a finite branching scheme. In this paper, we specialize the algorithm to the box-constrained case and study its implementation, which is shown to be a state-of-the-art method for globally solving box-constrained nonconvex quadratic programs.

MSC:
90C57 Polyhedral combinatorics, branch-and-bound, branch-and-cut
Software:
CPLEX
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References:
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