Quadratic Program on a Structured Nonconvex Set

Abstract

In this paper, we focus on a special nonconvex quadratic program whose feasible set is a structured nonconvex set. To find an effective method to solve this nonconvex program, we construct a bilevel program, where the low-level program is a convex program while the upper-level program is a small-scale nonconvex program. Utilizing some properties of the bilevel program, we propose a new algorithm to solve this special quadratic program. Finally, numerical results show that our new method is effective and efficient.