, Volume 102, Issue 3, pp 559-575
Date: 01 Oct 2004

A branch-and-cut algorithm for nonconvex quadratic programs with box constraints

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Abstract.

We present the implementation of a branch-and-cut algorithm for bound constrained nonconvex quadratic programs. We use a class of inequalities developed in [12] as cutting planes. We present various branching strategies and compare the algorithm to several other methods to demonstrate its effectiveness.

Mathematics Subject Classification (2000): 90C26, 90C27, 90C20