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Operations research, linear programming, control theory, systems theory, optimal control, game theory

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Solution to a quadratically constrained quadratic program with unit ball constraint

I am working on a quadratically constrained quadratic program (QCQP) of the form:$$ \min_{x} \quad \frac{1}{2} x^T P x + q^T x + r$$ $$ \text{subject to} \qquad x^{T}x \leq 1 $$ where $P \in S^{++}_ …
nuobei tang's user avatar