We present a new approach for analog receive beamforming if phase shifters and amplifiers have finite resolution only. Then, the maximization of the signal-to-interference-plus-noise ratio (SINR) is a discrete optimization problem with a nonconcave objective function. The discrete maximization problem is solved exactly by means of a branch-and-bound algorithm. Based on the Capon method, we derive a new and efficient way of computing upper SINR-bounds for the subproblems occurring at the nodes of the branch-and-bound tree. Results of numerical simulations are provided and compared to an earlier approximate approach.