Title
On Nonconvex Quadratic Programming with Box Constraints
Abstract
Nonconvex quadratic programming with box constraints is a fundamental $\mathcal{NP}$-hard global optimization problem. Recently, some authors have studied a certain family of convex sets associated with this problem. We prove several fundamental results concerned with these convex sets: we determine their dimension, characterize their extreme points and vertices, show their invariance under certain affine transformations, and show that various linear inequalities induce facets. We also show that the sets are closely related to the Boolean quadric polytope, a fundamental polytope in the field of polyhedral combinatorics. Finally, we give a classification of valid inequalities and show that this yields a finite recursive procedure to check the validity of any proposed inequality.
Year
DOI
Venue
2009
10.1137/080729529
SIAM Journal on Optimization
Keywords
Field
DocType
fundamental polytope,fundamental result,Boolean quadric polytope,certain affine transformation,certain family,convex set,hard global optimization problem,Nonconvex quadratic programming,box constraint,extreme point,Box Constraints,Nonconvex Quadratic Programming
Extreme point,Discrete mathematics,Combinatorics,Mathematical optimization,Convex polytope,Polytope,Quadratic programming,Vertex enumeration problem,Linear inequality,Mathematics,Convex analysis,Polyhedral combinatorics
Journal
Volume
Issue
ISSN
20
2
1052-6234
Citations 
PageRank 
References 
1
0.35
14
Authors
2
Name
Order
Citations
PageRank
Samuel Burer1114873.09
Adam N. Letchfordy210.35