On the global optimality of generalized trust region subproblems

DOI10.1080/02331930902995236zbMath1203.90119OpenAlexW2068449768WikidataQ57441825 ScholiaQ57441825MaRDI QIDQ3066926

Shu-Cherng Fang, Qing-Wei Jin, Wen-Xun Xing

Publication date: 20 January 2011

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331930902995236

zbMATH Keywords

global optimizationquadratic programmingLagrangiangeneralized trust region subproblems

Mathematics Subject Classification ID

Quadratic programming (90C20) Optimality conditions and duality in mathematical programming (90C46)

Related Items (6)

An efficient algorithm for solving the generalized trust region subproblem ⋮ Strong duality and KKT conditions in nonconvex optimization with a single equality constraint and geometric constraint ⋮ The generalized trust region subproblem ⋮ Quadratic optimization over a second-order cone with linear equality constraints ⋮ Minimizing an indefinite quadratic function subject to a single indefinite quadratic constraint ⋮ Canonical Dual Solutions to Quadratic Optimization over One Quadratic Constraint

Uses Software

• GQTPAR

Cites Work

• Conditions for global optimality. II
• Computing a Trust Region Step
• New Results on Quadratic Minimization
• Trust Region Methods
• The trust region subproblem and semidefinite programming*
• Solving the Trust-Region Subproblem using the Lanczos Method
• Indefinite Trust Region Subproblems and Nonsymmetric Eigenvalue Perturbations
• Nonlinear Programming
• On Cones of Nonnegative Quadratic Functions
• A Survey of the S-Lemma

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