quadratically constrained quadratic program (QCQP)

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Jul 19, 2023, 8:32:24 AM7/19/23

to mosek

Hi,

The attached below is my question. I would be grateful if any advice could be provided.

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Jul 19, 2023, 8:35:54 AM7/19/23

to mosek

The constraint

x'Ax=1

makes the problem nonconvex and hence Mosek is not applicable.

You might benefit from understanding whether your problem is convex or not.

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Jul 19, 2023, 9:17:08 AM7/19/23

to mosek

Thank you for your help.

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Jul 19, 2023, 9:18:43 AM7/19/23

to mosek

I understand that the problem belongs to the type of nonconvex QCQP. Is that right?

在2023年7月19日星期三 UTC+8 20:35:54<Erling D. Andersen> 写道：

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Jul 19, 2023, 9:19:15 AM7/19/23

to mosek

Yes.

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