A branch-and-cut algorithm for nonconvex quadratic programs with box constraints

Authors:
Dieter Vandenbussche;George L. Nemhauser
Affiliations:
University of Illinois, Mechanical and Industrial Engineering, 1206 West Green Str., 61801, Urbana, IL, USA;Georgia Institute of Technology, Industrial and Systems Engineering, GA, 30332-0205, Atlanta, IL, USA
Venue:
Mathematical Programming: Series A and B
Year:
2005

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Abstract

We present the implementation of a branch-and-cut algorithm for bound constrained nonconvex quadratic programs. We use a class of inequalities developed in [12] as cutting planes. We present various branching strategies and compare the algorithm to several other methods to demonstrate its effectiveness.