Trust region subproblem with an additional linear inequality constraint

DOI10.1007/s11590-015-0957-5zbMath1367.90077OpenAlexW2271826256MaRDI QIDQ276335

Saeed Fallahi, Maziar Salahi

Publication date: 3 May 2016

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

Full work available at URL: https://doi.org/10.1007/s11590-015-0957-5

zbMATH Keywords

global optimizationdiagonalizationextended trust region subproblemsemidefinite optimization relaxation

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Quadratic programming (90C20) Optimality conditions and duality in mathematical programming (90C46)

Related Items (11)

An efficient algorithm for the extended trust-region subproblem with two linear constraints ⋮ A fast eigenvalue approach for solving the trust region subproblem with an additional linear inequality ⋮ On globally solving the extended trust-region subproblems ⋮ On indefinite quadratic optimization over the intersection of balls and linear constraints ⋮ A Second-Order Cone Based Approach for Solving the Trust-Region Subproblem and Its Variants ⋮ Exact two steps SOCP/SDP formulation for a modified conic trust region subproblem ⋮ Implicit Regularity and Linear Convergence Rates for the Generalized Trust-Region Subproblem ⋮ Globally solving extended trust region subproblems with two intersecting cuts ⋮ Coderivatives related to parametric extended trust region subproblem and their applications ⋮ Local nonglobal minima for solving large-scale extended trust-region subproblems ⋮ Quadratic optimization with two ball constraints

Cites Work

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• Theory and Applications of Robust Optimization
• A second-order algorithm for continuous-time nonlinear optimal control problems
• Trust Region Methods
• Indefinite Trust Region Subproblems and Nonsymmetric Eigenvalue Perturbations
• Second-Order-Cone Constraints for Extended Trust-Region Subproblems
• Strong Duality in Nonconvex Quadratic Optimization with Two Quadratic Constraints

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