Eigenvalue-based algorithm and analysis for nonconvex QCQP with one constraint
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Publication:1717222
DOI10.1007/s10107-017-1206-8zbMath1411.90246OpenAlexW2767717493WikidataQ59607112 ScholiaQ59607112MaRDI QIDQ1717222
Yuji Nakatsukasa, Satoru Adachi
Publication date: 7 February 2019
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-017-1206-8
quadratically constrained quadratic programminggeneralized eigenvalue problemcanonical form for symmetric matrix pairQCQP
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Quadratic programming (90C20)
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