/Nonconvex-QCQP

Solving the non-convex QCQP problem

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This is an example code for non-convex QCQP problem.

The optimization problem is shown as follows:

min x^TPx + p^T x + r

s.t. x^TQx + q^T x + c <= 0

where inequality constraints can be more than one, and equality constraints can be written as inequality constraints.

The document/ is the optimization algorithm to solve this problem.

The code/ is matlab code reproduce.