We consider the solution of nonconvex quadratic optimization problems using an outer approximation of the set-copositive cone that is iteratively strengthened with conic constraints and cutting planes. Our methodology utilizes an MILP-based oracle for a generalization of the copositive cone that considers additional linear equality constraints. In numerical testing we evaluate our algorithm on a variety of different nonconvex quadratic problems.
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View Solving Nonconvex Optimization Problems using Outer Approximations of the Set-Copositive Cone