Convex optimization approach to a single quadratically constrained quadratic minimization problem

Maziar Salahi ()

Central European Journal of Operations Research, 2010, vol. 18, issue 2, 187 pages

Abstract: In this paper, first we show that for rank deficient matrices, the optimal solution of a single equality constrained quadratic minimization problem can be found by relaxing the equality constraint to the inequality one, which makes the problem a convex problem. Then we show that for full rank matrices, an optimal solution can be obtained using semidefinite optimization framework. Copyright Springer-Verlag 2010

Keywords: Quadratic minimization; Semidefinite optimization (search for similar items in EconPapers)
Date: 2010
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DOI: 10.1007/s10100-009-0106-2

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