Convex optimization approach to a single quadratically constrained quadratic minimization problem

被引:0
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作者
Maziar Salahi
机构
[1] University of Guilan,Department of Mathematics
关键词
Quadratic minimization; Semidefinite optimization;
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摘要
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.
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页码:181 / 187
页数:6
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