Positive semidefinite penalty method for quadratically constrained quadratic programming

DOI10.1093/imanum/draa031OpenAlexW3056608549MaRDI QIDQ5077064

Ran Gu, Qiang Du, Ya-Xiang Yuan

Publication date: 17 May 2022

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imanum/draa031

zbMATH Keywords

quadratically constrained quadratic programmingsemidefinite programmingpenalty functionsemidefinite relaxation

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Quadratic programming (90C20)

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