Identifying a quadratically constrained program (QCP)
Defines the types of quadratically constrained programs that CPLEX solves.
Characteristics of a quadratically constrained program
Describes the characteristics of a quadratically constrained program.
Convexity
Defines convexity in the context of a quadratically constrained program.
Semi-definiteness
Defines semi-definiteness in the context of a quadratically constrained program.
Second order cone programming (SOCP) and non PSD
Relates convexity and positive semi-definiteness to second order cone programming.
Representing SOCP as Lagrangian
Recalls mathematical principles useful in creating and manipulating second order cone programs.
Parent topic:
Solving problems with quadratic constraints (QCP)