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Results tagged with non-convex-optimization
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user 18693
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Solving a non-convex quadratically-constrained quadratic program
I have the following quadratic optimization problem: $\min_{\vec{x}} |\vec{x}|^2$ subject to $\vec{x}^T G_j \vec{x} \geq 1$, $j = 1 \ldots m$, where the $G_j$ are positive semidefinite. $|\vec{x}|$ is …
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