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

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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.

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Correspondence to Samuel Burer.

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S. Burer was supported in part by NSF Grants CCR-0203426 and CCF-0545514.

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Burer, S., Vandenbussche, D. Globally solving box-constrained nonconvex quadratic programs with semidefinite-based finite branch-and-bound. Comput Optim Appl 43, 181–195 (2009). https://doi.org/10.1007/s10589-007-9137-6

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  • DOI: https://doi.org/10.1007/s10589-007-9137-6

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