SOCPs include QCQps as a Special CaseTheorem: QCQPs as SOCPs
The quadratically constrained quadratic programming problem ![]() where ![]() Proof: We first represent the problem in epigraph form: ![]() Now, a constraint of the form ![]() is equivalent to the existence of ![]() where Applyng this to the constraints of the above formulation, we obtain an equivalent representation of the original QCQP: ![]() The above can be written as given in the theorem, as claimed. |