Novel Reformulations and Efficient Algorithms for the Generalized Trust Region Subproblem
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Publication:5231678
DOI10.1137/18M1174313zbMath1421.90105arXiv1707.08706OpenAlexW2963390407MaRDI QIDQ5231678
Publication date: 27 August 2019
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1707.08706
minimax problemsgeneralized trust region subproblemlarge-scale problemsKurdyka-Łojasiewicz inequalityconvex reformulation
Convex programming (90C25) Minimax problems in mathematical programming (90C47) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Quadratic programming (90C20)
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