scispace - formally typeset
Search or ask a question
Topic

Quadratically constrained quadratic program

About: Quadratically constrained quadratic program is a research topic. Over the lifetime, 2502 publications have been published within this topic receiving 104058 citations. The topic is also known as: QCQP.


Papers
More filters
Journal ArticleDOI
Jos F. Sturm1
TL;DR: This paper describes how to work with SeDuMi, an add-on for MATLAB, which lets you solve optimization problems with linear, quadratic and semidefiniteness constraints by exploiting sparsity.
Abstract: SeDuMi is an add-on for MATLAB, which lets you solve optimization problems with linear, quadratic and semidefiniteness constraints. It is possible to have complex valued data and variables in SeDuMi. Moreover, large scale optimization problems are solved efficiently, by exploiting sparsity. This paper describes how to work with this toolbox.

7,655 citations

Book
01 Jan 2009
TL;DR: The aim of this book is to provide a Discussion of Constrained Optimization and its Applications to Linear Programming and Other Optimization Problems.
Abstract: Preface Table of Notation Part 1: Unconstrained Optimization Introduction Structure of Methods Newton-like Methods Conjugate Direction Methods Restricted Step Methods Sums of Squares and Nonlinear Equations Part 2: Constrained Optimization Introduction Linear Programming The Theory of Constrained Optimization Quadratic Programming General Linearly Constrained Optimization Nonlinear Programming Other Optimization Problems Non-Smooth Optimization References Subject Index.

7,278 citations

Journal ArticleDOI
TL;DR: A technique to compute the explicit state-feedback solution to both the finite and infinite horizon linear quadratic optimal control problem subject to state and input constraints is presented, and it is shown that this closed form solution is piecewise linear and continuous.

3,187 citations

MonographDOI
01 Jun 2001
TL;DR: The authors present the basic theory of state-of-the-art polynomial time interior point methods for linear, conic quadratic, and semidefinite programming as well as their numerous applications in engineering.
Abstract: This is a book devoted to well-structured and thus efficiently solvable convex optimization problems, with emphasis on conic quadratic and semidefinite programming. The authors present the basic theory underlying these problems as well as their numerous applications in engineering, including synthesis of filters, Lyapunov stability analysis, and structural design. The authors also discuss the complexity issues and provide an overview of the basic theory of state-of-the-art polynomial time interior point methods for linear, conic quadratic, and semidefinite programming. The book's focus on well-structured convex problems in conic form allows for unified theoretical and algorithmical treatment of a wide spectrum of important optimization problems arising in applications.

2,651 citations


Network Information
Related Topics (5)
Optimization problem
96.4K papers, 2.1M citations
87% related
Optimal control
68K papers, 1.2M citations
84% related
Linear system
59.5K papers, 1.4M citations
82% related
Iterative method
48.8K papers, 1.2M citations
80% related
Bounded function
77.2K papers, 1.3M citations
80% related
Performance
Metrics
No. of papers in the topic in previous years
YearPapers
202319
202233
202130
202032
201932
201836