Eigenvalue-based algorithm and analysis for nonconvex QCQP with one constraint
A nonconvex quadratically constrained quadratic programming (QCQP) with one constraint is usually solved via a dual SDP problem, or Moré’s algorithm based on iteratively solving linear systems. In this work we introduce an algorithm for QCQP that requires finding just one eigenpair of a generalized...
Main Authors: | Adachi, S, Nakatsukasa, Y |
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格式: | Journal article |
語言: | English |
出版: |
Springer Link
2017
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