Quadratically constrained quadratic program

In mathematical optimization, a quadratically constrained quadratic program (QCQP) is an optimization problem in which both the objective function and the constraints are quadratic functions. It has the form

${\displaystyle {\begin{aligned}&{\text{minimize}}&&{\tfrac {1}{2}}x^{\mathrm {T} }P_{0}x+q_{0}^{\mathrm {T} }x\\&{\text{subject to}}&&{\tfrac {1}{2}}x^{\mathrm {T} }P_{i}x+q_{i}^{\mathrm {T} }x+r_{i}\leq 0\quad {\text{for }}i=1,\dots ,m,\\&&&Ax=b,\end{aligned}}}$

where P₀, ..., P_m are n-by-n matrices and x ∈ Rⁿ is the optimization variable.

If P₀, ..., P_m are all positive semidefinite, then the problem is convex. If these matrices are neither positive nor negative semidefinite, the problem is non-convex. If P₁, ... ,P_m are all zero, then the constraints are in fact linear and the problem is a quadratic program.