An efficient algorithm for globally minimizing a quadratic function under convex quadratic constraints (Q1575066)

The author gives two approaches to minimizing a quadratic function subject to strictly convex quadratic constraints which can be formulated as follows: \[ \text{Minimize}\quad q_0(x)\quad\text{subjec to }\quad q_i(x)\leq 0\qquad (i= 1,\dots,m), \] \[ \text{where}\quad q_i(x)= (A_ix,x)/2+ (b^i, x)- r_i. \] The first approach is a d.c. optimization algorithm whose main tools are the proximal point algorithm and/or the projection subgradient method. The second approach is a branch-and-bound scheme using Lagrangian duality. -- Several numerical experiments are given.