Abstract
This article presents a duality-bounds algorithm for globally solving a non-convex quadratic programming problem (P) that contains several additional multiterm multiplicative constraints. To our knowledge, little progress has been made so far for globally solving (P). The algorithm uses a branch-and-bound scheme where Lagrange duality theory is used to obtain the lower bounds. As a result, the lower bounding subproblems during the algorithm search are all ordinary linear programs that can be solved very efficiently. Convergence of the algorithm is proved and a solved sample problem is given to show the feasibility of the proposed algorithm.
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