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Branch-delete-bound algorithm for globally solving quadratically constrained quadratic programs

Zhisong HouHongwei JiaoLei CaiChunyang Bai — 2017

Open Mathematics

This paper presents a branch-delete-bound algorithm for effectively solving the global minimum of quadratically constrained quadratic programs problem, which may be nonconvex. By utilizing the characteristics of quadratic function, we construct a new linearizing method, so that the quadratically constrained quadratic programs problem can be converted into a linear relaxed programs problem. Moreover, the established linear relaxed programs problem is embedded within a branch-and-bound framework without...

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