A sequential method for a class of box constrained quadratic programming problems

The aim of this paper is to propose an algorithm, based on the optimal level solutions method, which solves a particular class of box constrained quadratic problems. The objective function is given by the sum of a quadratic strictly convex separable function and the square of an affine function multiplied by a real parameter. The convexity and the nonconvexity of the problem can be characterized by means of the value of the real parameter. Within the algorithm, some global optimality conditions are used as stopping criteria, even in the case of a nonconvex objective function. The results of a deep computational test of the algorithm are also provided. Copyright Springer-Verlag 2008