A Simplicial Branch-and-Bound Method for Solving Nonconvex All-Quadratic Programs

@article{Raber1998ASB,
  title={A Simplicial Branch-and-Bound Method for Solving Nonconvex All-Quadratic Programs},
  author={Ulrich Raber},
  journal={J. Global Optimization},
  year={1998},
  volume={13},
  pages={417-432}
}
In this paper we present an algorithm for solving nonconvex quadratically constrained quadratic programs (all-quadratic programs). The method is based on a simplicial branch-and-bound scheme involving mainly linear programming subproblems. Under the assumption that a feasible point of the all-quadratic program is known, the algorithm guarantees an ε-approximate optimal solution in a finite number of iterations. Computational experiments with an implementation of the procedure are reported on… CONTINUE READING
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