1.Department of Engineering Science, University of Oxford, Oxford, OX1 3PN, UK ;2.Mathematical Institute, University of Oxford, Oxford, OX2 6GG, UK ;3.National Institute of Informatics, Chiyoda City, Tokyo, 101-8430, Japan ;
Abstract:
Mathematical Programming - We present an algorithm for the minimization of a nonconvex quadratic function subject to linear inequality constraints and a two-sided bound on the 2-norm of its...