How to solve a quadratically constrained linear program (QCLP)?

Question

Can anybody suggest some techniques to solve a quadratically constrained linear program (QCLP)? Any references on standard techniques would be helpful.

score 3 · Answer 1 · edited Jul 14 '12 at 02:06

3

Search for Cutting Plane method which works for convex problems (positive semi-definite matrices $Q$ for a quadratic constraint $x^T Q x \le b$). Otherwise, solving a quadratically constrained linear program becomes NP-hard.

edited Jul 14 '12 at 02:06

Henry T. Horton

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answered May 28 '12 at 18:09

bcctr

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How to solve a quadratically constrained linear program (QCLP)?

1 Answers1