Abstract
A branch and bound algorithm is proposed for finding an approximate global optimum of quadratic functions over a bounded polyhedral set. The algorithm uses Lagrangian duality to obtain lower bounds. Preliminary computational results are reported.
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Barrientos, O., Correa, R. An Algorithm for Global Minimization of Linearly Constrained Quadratic Functions*. Journal of Global Optimization 16, 77–93 (2000). https://doi.org/10.1023/A:1008306625093
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DOI: https://doi.org/10.1023/A:1008306625093