I am trying to solve a quadratic programing problem with quadratic constraints. My problem is with the constraints. Ordinarily quadratic constraints should take the form of:

**b**x + x

^{T}

**Q**x <

**r**

However, for my problem, the constraints instead take the form of:

**b**x - x

^{T}

**Q**x <

**r**

**Q**is positive semi-definite. However, if I try to redefine a new matrix

**K**= -

**Q**to form a new equation:

**b**x + x

^{T}

**K**x <

**r**

the problem cannot be solved, because

**K**is not positive semi-definite.

Any thoughts on how to solve this problem??

Thanks