Simultaneous Diagonalization of Matrices and Its Applications in Quadratically Constrained Quadratic Programming

DOI10.1137/15M1023920zbMath1347.65107arXiv1507.05703OpenAlexW2239109110WikidataQ57445403 ScholiaQ57445403MaRDI QIDQ2817836

Li, Duan, Rujun Jiang

Publication date: 2 September 2016

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

Full work available at URL: https://arxiv.org/abs/1507.05703

zbMATH Keywords

quadratically constrained quadratic programmingsymmetric matricescongruencesimultaneous diagonalizationsecond-order cone programming relaxationsemidefinite matrix pencil

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Canonical forms, reductions, classification (15A21) Matrix pencils (15A22)

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Uses Software

• GQTPAR

Cites Work

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