A polyhedral study of nonconvex quadratic programs with box constraints |
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| Authors: | Dieter Vandenbussche George L. Nemhauser |
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| Affiliation: | (1) Mechanical and Industrial Engineering, University of Illinois, 1206 West Green Str., Urbana, IL 61801, USA;(2) Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, CA 30332-0205, USA |
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| Abstract: | By reformulating quadratic programs using necessary optimality conditions, we obtain a linear program with complementarity constraints. For the case where the only constraints are bounds on the variables, we study a relaxation based on a subset of the optimality conditions. By characterizing its convex hull, we obtain a large class of valid inequalities. These inequalities are used in a branch-and-cut scheme, see [13].Mathematics Subject Classification (2000): 90C26, 90C27, 90C20 |
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