Quadratic Optimization
Hi, Prof. Ripley: <snip>
But that is a single equality quadratic constraint, and I believe 'quadratic constraints' (note, plural) conventionally means multiple inequality constraints. That meaning is a hard problem that needs specialized software (most likely using interior-point methods).
SpG> Maximize a'x subject to x'Ax=c.
Not I believe the usual meaning (nor what Googling 'quadratic constraints' came up with for me).
Thanks for the clarification. Spencer Graves