4.6 Article

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

Journal

MATHEMATICAL PROGRAMMING
Volume 102, Issue 3, Pages 559-575

Publisher

SPRINGER HEIDELBERG
DOI: 10.1007/s10107-004-0550-7

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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.

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