| Article ID: | iaor20104740 |
| Volume: | 18 |
| Issue: | 2 |
| Start Page Number: | 181 |
| End Page Number: | 187 |
| Publication Date: | Jun 2010 |
| Journal: | Central European Journal of Operations Research |
| Authors: | Salahi Maziar |
In this paper, first we show that for rank deficient matrices, the optimal solution of a single equality constrained quadratic minimization problem can be found by relaxing the equality constraint to the inequality one, which makes the problem a convex problem. Then we show that for full rank matrices, an optimal solution can be obtained using semidefinite optimization framework.