Exactness conditions for an SDP relaxation of the extended trust region problem

DOI10.1007/s11590-016-1001-0zbMath1353.90102OpenAlexW2282919306MaRDI QIDQ315474

Marco Locatelli

Publication date: 21 September 2016

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

Full work available at URL: https://doi.org/10.1007/s11590-016-1001-0

zbMATH Keywords

SDP relaxationconvex quadratic relaxationextended trust region problem

Mathematics Subject Classification ID

Quadratic programming (90C20)

Related Items (11)

An efficient algorithm for the extended trust-region subproblem with two linear constraints ⋮ On Convex Hulls of Epigraphs of QCQPs ⋮ On the tightness of SDP relaxations of QCQPs ⋮ 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 ⋮ KKT-based primal-dual exactness conditions for the Shor relaxation ⋮ (Global) optimization: historical notes and recent developments ⋮ Exact SDP relaxations for quadratic programs with bipartite graph structures ⋮ Globally solving extended trust region subproblems with two intersecting cuts ⋮ Extended trust-region problems with one or two balls: exact copositive and Lagrangian relaxations ⋮ On Conic Relaxations of Generalization of the Extended Trust Region Subproblem

Uses Software

• QuadProgBB

Cites Work

• A Lagrangian-DNN relaxation: a fast method for computing tight lower bounds for a class of quadratic optimization problems
• Trust-region problems with linear inequality constraints: exact SDP relaxation, global optimality and robust optimization
• Semidefinite relaxations for quadratically constrained quadratic programming: A review and comparisons
• Globally solving nonconvex quadratic programming problems via completely positive programming
• Some results for quadratic problems with one or two quadratic constraints
• Hidden conic quadratic representation of some nonconvex quadratic optimization problems
• The trust region subproblem with non-intersecting linear constraints
• Cutting-Planes for Optimization of Convex Functions over Nonconvex Sets
• Semidefinite Relaxation Bounds for Indefinite Homogeneous Quadratic Optimization
• New Results on Quadratic Minimization
• Second-Order-Cone Constraints for Extended Trust-Region Subproblems
• Copositive Relaxation Beats Lagrangian Dual Bounds in Quadratically and Linearly Constrained Quadratic Optimization Problems
• On Cones of Nonnegative Quadratic Functions

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