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

Samuel Burer; Dieter Vandenbussche

doi:10.1007/s10589-007-9137-6

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

Journal article

Peer reviewed

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

Samuel Burer and Dieter Vandenbussche

Computational optimization and applications, Vol.43(2), pp.181-195

06/01/2009

DOI: 10.1007/s10589-007-9137-6

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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.

Mathematics

Mathematics, Applied

Operations Research & Management Science

Physical Sciences

Science & Technology

Technology

Details

Title: Subtitle: Globally solving box-constrained nonconvex quadratic programs with semidefinite-based finite branch-and-bound
Creators: Samuel Burer - University of Iowa
Dieter Vandenbussche - Axioma
Resource Type: Journal article
Publication Details: Computational optimization and applications, Vol.43(2), pp.181-195
Publisher: Springer Nature
DOI: 10.1007/s10589-007-9137-6
ISSN: 0926-6003
eISSN: 1573-2894
Number of pages: 15
Grant note: CCR-0203426; CCF-0545514 / NSF; National Science Foundation (NSF)
Language: English
Date published: 06/01/2009
Academic Unit: Business Analytics
Record Identifier: 9984380509202771

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