Abstract

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.

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