Questions tagged [qcqp]

A quadratically constrained quadratic program (QCQP) is an optimization problem in which both the objective function and the constraints are quadratic functions.

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Efficient algorithms to find the global minimum of a non-convex quadratically-constrained quadratic program

I am working on a problem involving a non-convex quadratically-constrained quadratic program and am seeking efficient algorithms to find its global minimum. The problem is structured as follows: Fix ...
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Minimizing quadratic objective under orthogonality constraints

The following problem is motivated from Generalized Procrustes Analysis. I am wondering if it is possible to obtain a closed form minimizer (which may involve SVD or some other decomposition of a ...
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How to solve a QCQP where constraints are balls?

I want to solve the following optimization problem in variables $\theta_1, \theta_2, \dots, \theta_K$ \begin{aligned} & \underset{\theta}{\text{minimize}} & & \...
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Linearly constrained eigenvalue problem

Suppose I'd like to: \begin{align} \mathop{\text{min}}_\mathbf{x} && \mathbf{x}^T\mathbf{A}\mathbf{x} \\ \text{subject to:} && \mathbf{x}^T \mathbf{M} \mathbf{x} = 1\\ && \...
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