An Iterative Rank Penalty Method for Nonconvex Quadratically Constrained Quadratic Programs

DOI10.1137/17M1147214zbMath1430.90454arXiv1609.02609OpenAlexW2990866132WikidataQ126775685 ScholiaQ126775685MaRDI QIDQ5244155

Ran Dai, Chuangchuang Sun

Publication date: 20 November 2019

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1609.02609

zbMATH Keywords

quadratically constrained quadratic programmingsemidefinite programmingnonconvex optimizationlinear convergenceaugmented Lagrangian method

Mathematics Subject Classification ID

Semidefinite programming (90C22) Nonconvex programming, global optimization (90C26) Quadratic programming (90C20)

Related Items (1)

Carving out OPE space and precise O(2) model critical exponents

Uses Software

• NLPLIB
• OPERA
• SeDuMi
• SDPT3
• TOMLAB
• SNLSDP

Cites Work

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