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)

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Uses Software

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

Cites Work

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