New results on eliminating the duality gap of the second-order-cone reformulation for extended trust-region subproblem with two intersecting cuts
DOI10.5802/CRMATH.661MaRDI QIDQ6639477
Publication date: 15 November 2024
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
linear inequality constraintsduality gapsemidefinite programming relaxationextended trust-region subproblemsecond-order-cone reformulation
Semidefinite programming (90C22) Convex programming (90C25) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Quadratic programming (90C20)
Cites Work
- Exactness conditions for an SDP relaxation of the extended trust region problem
- Trust-region problems with linear inequality constraints: exact SDP relaxation, global optimality and robust optimization
- A branch and bound algorithm for nonconvex quadratic optimization with ball and linear constraints
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- On the branch and bound algorithm for the extended trust-region subproblem
- Globally solving extended trust region subproblems with two intersecting cuts
- Recovering optimal solutions via SOC-SDP relaxation of trust region subproblem with nonintersecting linear constraints
- The trust region subproblem with non-intersecting linear constraints
- A necessary and sufficient condition of convexity for SOC reformulation of trust-region subproblem with two intersecting cuts
- On globally solving the extended trust-region subproblems
- On the global optimality of generalized trust region subproblems
- Strong Duality for the CDT Subproblem: A Necessary and Sufficient Condition
- New Results on Quadratic Minimization
- Second-Order-Cone Constraints for Extended Trust-Region Subproblems
- On Cones of Nonnegative Quadratic Functions
- New Results on Narrowing the Duality Gap of the Extended Celis--Dennis--Tapia Problem
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