Do you know a non-convex QCQP solver? A big deal will be a software free for academics or students. I tried to find such solver without success...
My problem is in the following form:
The objective function is linear.
Thank you for your help
Have a look at scip, GloMiQO/Antigone, Baron and Couenne. GloMiQo is for quadratic problems, the other solvers can also handle more general non-convex NLP/MINLP problems. Some of these are available through NEOS.