A robust solution approach for nonconvex quadratic programs with additional multiplicative constraints (Q945281)

A solution approach for nonconvex quadratic problems that are extended by multiplicative constraints is discussed. The algorithm has been derived by \textit{H. Tuy} [J. Glob. Optim. 32, No.~2, 307--323 (2005; Zbl 1123.90059)]. The initial problem is transformed to an equivalent formulation, i.e. the objective is decomposed into the difference of two increasing functions. A robust algorithm, more precisely a branch-reduce-and-bound algorithm that successively reduces the domain-rectangles until an essential epsilon-optimal solution is found, is used to solve the stated problems. Three examples are presented to show that the algorithm works.