Exact Computable Representation of Some Second-Order Cone Constrained Quadratic Programming Problems  

作　　者：Qingwei Jin Ye Tian Zhibin Deng Shu-Cherng Fang Wenxun Xing 

机构地区：[1]Department of Management Science and Engineering,Zhejiang University,Hangzhou,310058,China [2]School of Business Administration,Southwestern University of Finance and Economics,Chengdu,611130,China [3]Edward P.Fitts Department of Industrial and Systems Engineering,North Carolina State University,Raleigh,NC 27695,USA [4]Department of Mathematical Sciences,Tsinghua University,Beijing,100084,China

出　　处：《Journal of the Operations Research Society of China》2013年第1期107-134,共28页中国运筹学会会刊（英文）

基　　金：supported by US Army Research Office Grant(No.W911NF-04-D-0003);by the North Carolina State University Edward P.Fitts Fellowship and by National Natural Science Foundation of China(No.11171177)。

摘　　要：Solving the quadratically constrained quadratic programming(QCQP)problem is in general NP-hard.Only a few subclasses of the QCQP problem are known to be polynomial-time solvable.Recently,the QCQP problem with a nonconvex quadratic objective function over one ball and two parallel linear constraints is proven to have an exact computable representation,which reformulates the original problem as a linear semidefinite program with additional linear and second-order cone constraints.In this paper,we provide exact computable representations for some more subclasses of the QCQP problem,in particular,the subclass with one secondorder cone constraint and two special linear constraints.

关 键 词：Linear conic program Semidefinite program Nonconvex quadratically constrained quadratic program Second-order cone 

分 类 号：O17[理学—数学]