A New Spatial Branch and Bound Algorithm for Quadratic Program with One Quadratic Constraint and Linear Constraints
This paper proposes a novel second-order cone programming (SOCP) relaxation for a quadratic program with one quadratic constraint and several linear constraints (QCQP) that arises in various real-life fields. This new SOCP relaxation fully exploits the simultaneous matrix diagonalization technique w...
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Format: | Article |
Language: | English |
Published: |
Hindawi Limited
2020-01-01
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Series: | Mathematical Problems in Engineering |
Online Access: | http://dx.doi.org/10.1155/2020/5717301 |