Article ID: | iaor20114156 |
Volume: | 48 |
Issue: | 3 |
Start Page Number: | 653 |
End Page Number: | 673 |
Publication Date: | Apr 2011 |
Journal: | Computational Optimization and Applications |
Authors: | Burer Samuel, Chen Jieqiu |
Keywords: | programming: branch and bound |
We present semidefinite relaxations of nonconvex, box‐constrained quadratic programming, which incorporate the first‐ and second‐order necessary optimality conditions, and establish theoretical relationships between the new relaxations and a basic semidefinite relaxation due to Shor. We compare these relaxations in the context of branch‐and‐bound to determine a global optimal solution, where it is shown empirically that the new relaxations are significantly stronger than Shor’s. An effective branching strategy is also developed.