Multi-Standard Quadratic Optimization Problems
A Standard Quadratic Optimization Problem (StQP) consists of maximizing a (possibly indefinite) quadratic form over the standard simplex. Likewise, in a multi-StQP we have to maximize a (possibly indefinite) quadratic form over the cartesian product of several standard simplices (of possibly different dimensions). Two converging monotone interior point methods are established. Further, we prove an … Read more