A Lifting-Penalty Method for Quadratic Programming with a Quadratic Matrix Inequality Constraint
In this paper, a lifting-penalty method for solving the quadratic programming with a quadratic matrix inequality constraint is proposed. Additional variables are introduced to represent the quadratic terms. The quadratic programming is reformulated as a minimization problem having a linear objective...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2020-01-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/8/2/153 |