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...

Полное описание

Библиографические подробности
Главные авторы: Adachi, S, Nakatsukasa, Y
Формат: Journal article
Язык:English
Опубликовано: Springer Link 2017