Eigenvalue-based algorithm and analysis for nonconvex QCQP with one constraint
From MaRDI portal
Publication:1717222
DOI10.1007/s10107-017-1206-8zbMath1411.90246OpenAlexW2767717493WikidataQ59607112 ScholiaQ59607112MaRDI QIDQ1717222
Yuji Nakatsukasa, Satoru Adachi
Publication date: 7 February 2019
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-017-1206-8
quadratically constrained quadratic programminggeneralized eigenvalue problemcanonical form for symmetric matrix pairQCQP
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Quadratic programming (90C20)
Related Items (11)
On Local Minimizers of Nonconvex Homogeneous Quadratically Constrained Quadratic Optimization with at Most Two Constraints ⋮ On the tightness of SDP relaxations of QCQPs ⋮ Positive semidefinite interval of matrix pencil and its applications to the generalized trust region subproblems ⋮ On the exactness of a simple relaxation for the extended Celis–Dennis–Tapia subproblem ⋮ On Local Non-Global Minimizers of Quadratic Optimization Problem with a Single Quadratic Constraint ⋮ Implicit Regularity and Linear Convergence Rates for the Generalized Trust-Region Subproblem ⋮ Novel Reformulations and Efficient Algorithms for the Generalized Trust Region Subproblem ⋮ A conjugate gradient-based algorithm for large-scale quadratic programming problem with one quadratic constraint ⋮ A Linear-Time Algorithm for Generalized Trust Region Subproblems ⋮ Exact SDP relaxations of quadratically constrained quadratic programs with forest structures ⋮ The generalized trust region subproblem: solution complexity and convex hull results
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- The generalized trust region subproblem
- Local nonglobal minima for solving large-scale extended trust-region subproblems
- Duality and solutions for quadratic programming over single non-homogeneous quadratic constraint
- Pencils of complex and real symmetric and skew matrices
- Finding a positive definite linear combination of two Hermitian matrices
- A constrained eigenvalue problem
- The characteristic polynomial of a principal subpencil of a Hermitian matrix pencil
- A semidefinite framework for trust region subproblems with applications to large scale minimization
- SOCP reformulation for the generalized trust region subproblem via a canonical form of two symmetric matrices
- Möbius transformations of matrix polynomials
- Quadratic programming is in NP
- A New Matrix-Free Algorithm for the Large-Scale Trust-Region Subproblem
- Lectures on Modern Convex Optimization
- Solving Generalized CDT Problems via Two-Parameter Eigenvalues
- A Revisit to Quadratic Programming with One Inequality Quadratic Constraint via Matrix Pencil
- Solving the Trust-Region Subproblem By a Generalized Eigenvalue Problem
- Minimization of a Large-Scale Quadratic FunctionSubject to a Spherical Constraint
- Computing a Trust Region Step
- Algorithm 873
- An Improved Arc Algorithm for Detecting Definite Hermitian Pairs
- An algorithm for quadratic optimization with one quadratic constraint and bounds on the variables
- Numerical Optimization
- The generalized Schur decomposition of an arbitrary pencil A–λB—robust software with error bounds and applications. Part I
- ARPACK Users' Guide
- SDPT3 — A Matlab software package for semidefinite programming, Version 1.3
- Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
- Trust Region Methods
- Templates for the Solution of Algebraic Eigenvalue Problems
- The trust region subproblem and semidefinite programming*
- Solving the Trust-Region Subproblem using the Lanczos Method
- Computationally Related Problems
- Canonical Forms for Hermitian Matrix Pairs under Strict Equivalence and Congruence
- A Survey of the S-Lemma
This page was built for publication: Eigenvalue-based algorithm and analysis for nonconvex QCQP with one constraint
