Example 8.10: Quadratic Programming. The quadratic program can be solved by solving an equivalent linear complementarity problem when H is positive semidefinite. The approach is outlined in the ...

Let P 0 be a positive semidefinite matrix with rank(P 0) ⩽ r, and let y = A [P 0] be the measurement record obtained by a sensing map A that corresponds to compressing measurements for a rank-r ...

Yichuan Ding, Dongdong Ge, Henry Wolkowicz, On Equivalence of Semidefinite Relaxations for Quadratic Matrix Programming, Mathematics of Operations Research, Vol. 36, No. 1 (February 2011), ...