Globally solving box-constrained nonconvex quadratic programs with semidefinite-based finite branch-and-bound

Authors:
Samuel Burer;Dieter Vandenbussche
Affiliations:
Department of Management Sciences, University of Iowa, Iowa City, USA 52242-1000;Axioma, Inc., Marietta, USA 30068
Venue:
Computational Optimization and Applications
Year:
2009

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Abstract

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.