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...

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Détails bibliographiques
Auteurs principaux: Adachi, S, Nakatsukasa, Y
Format: Journal article
Langue:English
Publié: Springer Link 2017