Complex Quadratic Programming Problem
I have a quadratic programming problem as follows:
with no constraints. If A,x, and b are real, It would be a straight forward QP problem that can be also written as follows:
where and . Such problems can be handled by Matlab. However, in my case, A, x, and b are all complex, and therefore can't be solved by Matlab (My only tool at the moment). Of course, the target function (the norm) is real.
My question: Any Idea on how to reform such a problem to get a real QP problem so I can use Matlab to solve it?