How to find the global minimization of a quadratic concave function (or maximization of a convex function) over quadratic convex constraints ?

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Chihang Wei
Chihang Wei on 9 Dec 2016
Answered: Alan Weiss on 12 Dec 2016
The optimization problem in standard form is: min -x'Px s.t. x'Qx<=d where P and Q are both positive semidefinite. Then how to find the speicific x to minimize -x'Px?

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Answers (1)

Alan Weiss
Alan Weiss on 12 Dec 2016
You could try fmincon starting from a variety of points. For an efficient problem formulation, see Linear or Quadratic Objective with a Quadratic Constraint.
Alan Weiss
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