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Convex Optimization by Lieven Vandenberghe, Stephen Boyd

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Appendix B

Problems involving two quadratic functions

In this appendix we consider some optimization problems that involve two quadratic, but not necessarily convex, functions. Several strong results hold for these problems, even when they are not convex.

B.1 Single constraint quadratic optimization

We consider the problem with one constraint

(B.1)

with variable x Rn, and problem parameters Ai Sn, bi Rn, ci R. We do not assume that ...

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