A Two-Variable Approach to the Two-Trust-Region Subproblem

DOI10.1137/130945880zbMath1333.90087OpenAlexW2185288639MaRDI QIDQ2796795

Samuel Burer, Boshi Yang

Publication date: 30 March 2016

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/14f7f6dbeac30f9d7eb164c744465766601b4e04

zbMATH Keywords

semidefinite programmingnonconvex quadratic programmingtrust-region subproblem

Mathematics Subject Classification ID

Semidefinite programming (90C22) Convex programming (90C25) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Quadratic programming (90C20)

Related Items

A computational study of global optimization solvers on two trust region subproblems, KKT-based primal-dual exactness conditions for the Shor relaxation, Optimization under uncertainty and risk: quadratic and copositive approaches, (Global) optimization: historical notes and recent developments, Sharp and Fast Bounds for the Celis-Dennis-Tapia Problem, Kronecker Product Constraints with an Application to the Two-Trust-Region Subproblem, Copositivity and complete positivity. Abstracts from the workshop held October 29 -- Novermber 4, 2017, New Results on Narrowing the Duality Gap of the Extended Celis--Dennis--Tapia Problem, Second order cone constrained convex relaxations for nonconvex quadratically constrained quadratic programming, A Note on Polynomial Solvability of the CDT Problem, Extended trust-region problems with one or two balls: exact copositive and Lagrangian relaxations, On Chebyshev Center of the Intersection of Two Ellipsoids, Solving Generalized CDT Problems via Two-Parameter Eigenvalues, A hybrid algorithm for the two-trust-region subproblem, A Linear-Time Algorithm for Generalized Trust Region Subproblems, An Optimality Gap Test for a Semidefinite Relaxation of a Quadratic Program with Two Quadratic Constraints, Narrowing the difficulty gap for the Celis-Dennis-Tapia problem

Uses Software

• YALMIP
• Mosek
• GQTPAR
• HSL-VF05

Cites Work

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