Timeline for Non-negative quadratic maximization
Current License: CC BY-SA 3.0
6 events
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Dec 17, 2013 at 16:21 | history | edited | Noah Stein | CC BY-SA 3.0 |
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Feb 7, 2011 at 1:11 | vote | accept | user11443 | ||
Dec 10, 2010 at 17:19 | comment | added | Noah Stein | I added a little more about that kind of thing, but as per my original remark, I don't see how information about the signature of $A$ should help. | |
Dec 10, 2010 at 17:17 | history | edited | Noah Stein | CC BY-SA 2.5 |
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Dec 10, 2010 at 4:13 | comment | added | user11443 | Thanks, Noah. This is indeed a QCQP, with one quadratic constraint. If we just had one (non-convex) quadratic objective, with a (non-convex) quadratic constraint, it is a special QCQP with nice duality properties (for example, S-procedure in control theory, or Appendix B of Boyd and Vandenberghe book). So, I wonder if there are any such special properties when we have a concave objective, with more than one (but quite simple) convex constraints (that is, $||x|| \leq 1$ and $x \geq 0$. | |
Dec 9, 2010 at 23:08 | history | answered | Noah Stein | CC BY-SA 2.5 |