Ellipsoidal Approach to Box-Constrained Quadratic Problems
Journal of Global Optimization
Discrete Filled Function Method for Discrete Global Optimization
Computational Optimization and Applications
Lower Bound Improvement and Forcing Rule for Quadratic Binary Programming
Computational Optimization and Applications
Metric Projection onto a Closed Set: Necessary and Sufficient Conditions for the Global Minimum
Mathematics of Operations Research
Sufficient global optimality conditions for weakly convex minimization problems
Journal of Global Optimization
A Low-Dimensional Semidefinite Relaxation for the Quadratic Assignment Problem
Mathematics of Operations Research
Global optimality conditions for quadratic 0-1 optimization problems
Journal of Global Optimization
Global optimality conditions for cubic minimization problem with box or binary constraints
Journal of Global Optimization
Duality Gap Estimation of Linear Equality Constrained Binary Quadratic Programming
Mathematics of Operations Research
Some algebraic methods for solving multiobjective polynomial integer programs
Journal of Symbolic Computation
Global optimality conditions and optimization methods for quadratic integer programming problems
Journal of Global Optimization
On zero duality gap in nonconvex quadratic programming problems
Journal of Global Optimization
An exact solution method for unconstrained quadratic 0---1 programming: a geometric approach
Journal of Global Optimization
On duality gap in binary quadratic programming
Journal of Global Optimization
SIAM Journal on Optimization
On characterization of maximal independent sets via quadratic optimization
Journal of Heuristics
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We consider nonconvex quadratic optimization problems with binary constraints. Our main result identifies a class of quadratic problems for which a given feasible point is global optimal. We also establish a necessary global optimality condition. These conditions are expressed in a simple way in terms of the problem's data. We also study the relations between optimal solutions of the nonconvex binary quadratic problem versus the associated relaxed and convex problem defined over the $l_{\infty}$ norm. Our approach uses elementary arguments based on convex duality.