Can anybody suggest some techniques to solve a quadratically constrained linear program (QCLP)? Any references on standard techniques would be helpful.
How to solve a quadratically constrained linear program (QCLP)?
3
$\begingroup$
optimization
qclp
1 Answers
2
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.