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...

詳細記述

書誌詳細
主要な著者: Adachi, S, Nakatsukasa, Y
フォーマット: Journal article
言語:English
出版事項: Springer Link 2017