IRMA 1.1- An Iterative Rank Minimization Algorithm for Nonconvex Quadratically Constrained Quadratic Programming Problems
IRMA 1.1 is a Matlab program intended to solve general/nonconvex Quadratically Constrained Quadratic Programming (QCQP) Problems. A nonconvex QCQP is to minimize a quadratic function subject to a set of quadratic constraints, where the cost and constraints are not necessarily to be convex. Nonconvex QCQP represents a broad class of optimization problems. For example, any polynomial optimization problems can be reformulated as general QCQPs by introducing additional variables and quadratic equality constraints. In addition, the applications of QCQP can be found in max-cut, production planning, signal processing, sensor network localizations, optimal power ﬂow, and etc.
IRMA and the user manual can be downloaded from HERE. It is supported by Matlab 7.0 or higher.