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Questions tagged [qcqp]

A quadratically constrained quadratic program (QCQP) is an optimization problem in which both the objective function and the constraints are quadratic.

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Reformulate a problem with concave objective function into a QP

I would like to convert this problem into a QP (Quadratic program). $$\text{Maximize } \sum_{k=1}^{K}\sum_{n=1}^{N}log2(1+p_{kn}b_{kn})\\ \text{subject to } \sum_{k=1}^{K}\sum_{n=1}^{N}p_{kn}\leq P_{0}...
amhen's user avatar
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1 vote
1 answer
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About using SOCP solvers to solve QCQP

I have noticed that some commercial solvers transform QCQPs into SOCPs and use SOCP algorithms to solve the resulting problem. I am wondering if there is a benefit to this approach over using a pure ...
Abdullah Ali Sivas's user avatar
3 votes
1 answer
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Is solving QP easier than a QCQP with linear objective?

Is solving a $QP$ (i.e.: quadratic program, hence a quadratic objective function with linear constraints) easier than solving a $QCQP$ (ie.: quadratic constrained quadratic problem) with linear ...
ckrk's user avatar
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1 answer
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How to efficiently solve a QCQP with "dynamic" constraints in Python?

I want to solve a QCQP in Python. It is a problem from finance: maximise return (linear function) given some linear constraints and one quadratic constraint that turns it into a QCQP. Formally, $$\...
math's user avatar
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6 votes
1 answer
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Solvers for Quadratically Constrained Quadratic Programs (QCQP) with complex variables

I'd like to know whether there are any publicly available tools for solving QCQP with complex variables (and constraints therefore expressed through Hermitian matrices). What I have found so far is ...
Abel Molina's user avatar
7 votes
1 answer
263 views

Algorithm for dealing with medium-size non-convex QCQP

I have the following problem in $x \in \mathbb C^{205}$ $$\displaystyle\min_{x}x^HAx$$ subject to the following constraints $$x^HBx = 1$$ $$x^HC_ix = 0$$ for $i \in \{0,1,\dots,203\}$, where $A$ ...
Costis's user avatar
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