A Fast Eigen Solution for Homogeneous Quadratic Minimization with at most Three Constraints

Abstract: 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.