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General Heuristics for Nonconvex Quadratically Constrained Quadratic Programming

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arxiv 1703.07870 v2 pith:NDENKS7U submitted 2017-03-22 math.OC

Jaehyun Park , Stephen Boyd This is my paper · ORCID
classification math.OC
keywords heuristicsconstrainedframeworkgeneralintroducemethodsnonconvexqcqps
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We introduce the Suggest-and-Improve framework for general nonconvex quadratically constrained quadratic programs (QCQPs). Using this framework, we generalize a number of known methods and provide heuristics to get approximate solutions to QCQPs for which no specialized methods are available. We also introduce an open-source Python package QCQP, which implements the heuristics discussed in the paper.

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Cited by 8 Pith papers

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  8. An Efficient and Globally Optimal Algorithm for Nonconvex QCQP with One Equality Constraint

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