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 three 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...