Could someone tell me the time complexity of a convex quadratically constrained quadratic program (QCQP) problem? And any references?
Thank you very much.
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I just read the wikipedia article on QCQPs, and my impression is that a QCQP can only be NP-hard in the non-convex case. Since you specify that you have a convex QCQP, I believe the problem can be solved in polynomial time with interior point methods.
I could be mistaken though.