(1) Department of Statistics and Applied Mathematics, University of Pisa, Via Cosimo Ridolfi 10, 56124 Pisa, Italy
Abstract:
The aim of this paper is to suggest branch and bound schemes, based on a relaxation of the objective function, to solve nonconvex
quadratic programs over a compact polyhedral feasible region. The various schemes are based on different d.c. decomposition
methods applied to the quadratic objective function. To improve the tightness of the relaxations, we also suggest solving
the relaxed problems with an algorithm based on the so called “optimal level solutions” parametrical approach.
*This paper has been partially supported by M.I.U.R. and C.N.R.