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

摘要

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.