A new algorithm for the general quadratic programming problems with box constraints

In this paper, we propose a new branch-and-bound algorithm for the general quadratic problems with box constraints. We, first, transform the problem into a separable form by D. C. (Difference of Convex) decomposition and Cholesky factorization of a positive definite matrix. Then a lower bounding technique is derived and a branch-and-bound algorithm is presented based on the lower bounding and rectangular bisection. Finally, preliminary computational results are reported.