Eigenvalue-based algorithm and analysis for nonconvex QCQP with one constraint
type: Item
instance of: scholarly article
title: Eigenvalue-based algorithm and analysis for nonconvex QCQP with one constraint
zbMATH Open document ID: 1411.90246
author: Satoru Adachi
author: Yuji Nakatsukasa
published in: Mathematical Programming. Series A. Series B
publication date: 2019-02-07T00:00:00Z
Mathematics Subject Classification ID: 90C20
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 65K05
zbMATH DE Number: 7014728
zbMATH Keywords: quadratically constrained quadratic programming
zbMATH Keywords: QCQP
zbMATH Keywords: generalized eigenvalue problem
zbMATH Keywords: canonical form for symmetric matrix pair
describes a project that uses: SeDuMi
describes a project that uses: ARPACK
describes a project that uses: CVX
describes a project that uses: GQTPAR
describes a project that uses: JDQR
describes a project that uses: JDQZ
describes a project that uses: SDPT3
describes a project that uses: LSTRS
describes a project that uses: StratiGraph
describes a project that uses: HSL-VF05
MaRDI profile type: Publication
full work available at URL: s10107-017-1206-8
OpenAlex ID: W2767717493
Wikidata QID: Q59607112
cites work: Solving the Trust-Region Subproblem By a Generalized Eigenvalue Problem
cites work: Templates for the Solution of Algebraic Eigenvalue Problems
cites work: Lectures on modern convex optimization. Analysis, algorithms, and engineering applications
cites work: Q4821526
cites work: Trust Region Methods
cites work: Finding a positive definite linear combination of two Hermitian matrices
cites work: The generalized Schur decomposition of an arbitrary pencil A–λB—robust software with error bounds and applications. Part I
cites work: An algorithm for quadratic optimization with one quadratic constraint and bounds on the variables
cites work: Duality and solutions for quadratic programming over single non-homogeneous quadratic constraint
cites work: The trust region subproblem and semidefinite programming*
cites work: A constrained eigenvalue problem
cites work: Q4917542
cites work: Solving the Trust-Region Subproblem using the Lanczos Method
cites work: An Improved Arc Algorithm for Detecting Definite Hermitian Pairs
cites work: A revisit to quadratic programming with one inequality quadratic constraint via matrix pencil
cites work: SOCP reformulation for the generalized trust region subproblem via a canonical form of two symmetric matrices
cites work: Canonical Forms for Hermitian Matrix Pairs under Strict Equivalence and Congruence
cites work: ARPACK Users' Guide
cites work: Möbius transformations of matrix polynomials
cites work: Computing a Trust Region Step
cites work: Numerical Optimization
cites work: A Survey of the S-Lemma
cites work: The generalized trust region subproblem
cites work: A semidefinite framework for trust region subproblems with applications to large scale minimization
cites work: A new matrix-free algorithm for the large-scale trust-region subproblem
cites work: Algorithm 873
cites work: Computationally Related Problems
cites work: Solving generalized CDT problems via two-parameter eigenvalues
cites work: Local nonglobal minima for solving large-scale extended trust-region subproblems
cites work: Minimization of a Large-Scale Quadratic FunctionSubject to a Spherical Constraint
cites work: Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
cites work: The characteristic polynomial of a principal subpencil of a Hermitian matrix pencil
cites work: Pencils of complex and real symmetric and skew matrices
cites work: SDPT3 — A Matlab software package for semidefinite programming, Version 1.3
cites work: Quadratic programming is in NP
DBLP publication ID: journals/mp/AdachiN19
DOI: 10.1007/S10107-017-1206-8
description: scientific article; zbMATH DE number 7014728