Exact two steps SOCP/SDP formulation for a modified conic trust region subproblem

DOI10.1007/s11590-016-1080-yzbMath1385.90028OpenAlexW2507740005MaRDI QIDQ1686558

Maziar Salahi

Publication date: 15 December 2017

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11590-016-1080-y

zbMATH Keywords

nonlinear programS-lemmasemidefinite programsecond-order cone programconic trust region subproblem

Mathematics Subject Classification ID

Semidefinite programming (90C22) Fractional programming (90C32)

Related Items (2)

An iterative algorithm for the conic trust region subproblem ⋮ Nonmonotone conic trust region method with line search technique for bound constrained optimization

Uses Software

• CVX
• minpack

Cites Work

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• Optimality Conditions for Trust-Region Subproblems Involving a Conic Model
• On Nonlinear Fractional Programming
• On Cones of Nonnegative Quadratic Functions
• A conic trust-region method for nonlinearly constrained optimization

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