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A Branch-and-Bound Algorithm for Quadratically-Constrained Sparse Filter Design

โœ Scribed by Wei, Dennis; Oppenheim, Alan V.


Book ID
118130987
Publisher
IEEE
Year
2013
Tongue
English
Weight
686 KB
Volume
61
Category
Article
ISSN
1053-587X

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We present a branch and cut algorithm that yields in finite time, a globally โ˜ผ-optimal solution (with respect to feasibility and optimality) of the nonconvex quadratically constrained quadratic programming problem. The idea is to estimate all quadratic terms by successive linearizations within a bra