### Globally solving nonconvex quadratic programming problems via completely positive programming

*Jieqiu Chen, Samuel Burer*

#### Abstract

Nonconvex quadratic programming (QP) is an NP-hard problem that optimizes a general quadratic function over linear constraints. This paper introduces a new global optimization algorithm for this problem, which combines two ideas from the literature—finite branching based on the first-order KKT conditions and polyhedralsemidefinite relaxations of completely positive (or copositive) programs. Through a series of computational experiments comparing the new algorithm with existing codes on a diverse set of test instances, we demonstrate that the new algorithm is an attractive method for globally solving nonconvex QP.

Full Text: PDF

© MPS 2008-2016