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A Fast Eigen Solution for Homogeneous Quadratic Minimization with at most Three Constraints
We propose an eigenvalue based technique to solve the Homogeneous Quadratic
Constrained Quadratic Programming problem (HQCQP) with at most 3 constraints
which arise in many signal processing problems. Semi-Definite Relaxation (SDR)
is the only known approach and is computationally intensive. We study the
performance of the proposed fast eigen approach through simulations in the
context of MIMO relays and show that the solution converges to the solution
obtained using the SDR approach with significant reduction in complexity.Comment: 15 pages, The same content without appendices is accepted and is to
be published in IEEE Signal Processing Letter
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