A polyhedral study of nonconvex quadratic programs with box constraints

摘要

By reformulating quadratic programs using necessary optimality conditions, we obtain a linear program with complementarity constraints. For the case where the only constraints are bounds on the variables, we study a relaxation based on a subset of the optimality conditions. By characterizing its convex hull, we obtain a large class of valid inequalities. These inequalities are used in a branch-and-cut scheme, see [13].