# 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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I would like to convert this problem into a QP (Quadratic program). $$\text{Maximize } \sum_{k=1}^{K}\sum_{n=1}^{N}log2(1+p_{kn}b_{kn})\\ \text{subject to } \sum_{k=1}^{K}\sum_{n=1}^{N}p_{kn}\leq P_{0}... 1 vote 1 answer 252 views ### About using SOCP solvers to solve QCQP I have noticed that some commercial solvers transform QCQPs into SOCPs and use SOCP algorithms to solve the resulting problem. I am wondering if there is a benefit to this approach over using a pure ... • 2,771 3 votes 1 answer 334 views ### Is solving QP easier than a QCQP with linear objective? Is solving a QP (i.e.: quadratic program, hence a quadratic objective function with linear constraints) easier than solving a QCQP (ie.: quadratic constrained quadratic problem) with linear ... • 141 0 votes 1 answer 5k views ### How to efficiently solve a QCQP with "dynamic" constraints in Python? I want to solve a QCQP in Python. It is a problem from finance: maximise return (linear function) given some linear constraints and one quadratic constraint that turns it into a QCQP. Formally,$$\...
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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 $A$ ...
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