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@article{Linderoth2005ASB, title={A simplicial branch-and-bound algorithm for solving quadratically constrained quadratic programs}, author={Jeff T. Linderoth}, journal={Math. Program.}, year={2005}, volume={103}, pages={251-282} }

- Published 2005 in Math. Program.
DOI:10.1007/s10107-005-0582-7

We propose a branch-and-bound algorithm for solving nonconvex quadratically-constrained quadratic programs. The algorithm is novel in that branching is done by partitioning the feasible region into the Cartesian product of two-dimensional triangles and rectangles. Explicit formulae for the convex and concave envelopes of bilinear functions over triangles and rectangles are derived and shown to be second-order cone representable. The usefulness of these new relaxations is demonstrated bothâ€¦Â CONTINUE READING