2015
DOI: 10.3934/jimo.2016.12.269
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Quadratic optimization over a polyhedral cone

Abstract: In this paper, we study the polyhedral cone constrained homogeneous quadratic programming problem and provide an equivalent linear conic reformulation. Based on a union of second-order cones which covers the polyhedral cone, a sequence of computable linear conic programming problems are constructed to approximate the linear conic reformulation. The convergence of the sequential solutions is guaranteed as the number of second-order cones increases such that the union of the second-order cones gets close to the … Show more

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Cited by 1 publication
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“…Clearly, if the normal direction is not in this half-space, the normal hyper-plane Π will not properly intersect the cone (i.e. the intersection of K 6 c and Π is not an ellipsoid) [51]. We then search d as close as possible to the mean of the family of rays, while respecting this constraint.…”
Section: B Outer Approximationmentioning
confidence: 99%
“…Clearly, if the normal direction is not in this half-space, the normal hyper-plane Π will not properly intersect the cone (i.e. the intersection of K 6 c and Π is not an ellipsoid) [51]. We then search d as close as possible to the mean of the family of rays, while respecting this constraint.…”
Section: B Outer Approximationmentioning
confidence: 99%