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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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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, $$\...
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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 ...
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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 $A$ ...