SOCP reformulation for the generalized trust region subproblem via a canonical form of two symmetric matrices

DOI10.1007/S10107-017-1145-4zbMath1390.90416DBLPjournals/mp/Jiang0W18arXiv1602.07819OpenAlexW2283011633WikidataQ57445389 ScholiaQ57445389MaRDI QIDQ1646573

Rujun Jiang, Baiyi Wu, Li, Duan

Publication date: 25 June 2018

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1602.07819

zbMATH Keywords

quadratically constrained quadratic programmingcanonical formtrust region subproblem

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Quadratic programming (90C20)

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Uses Software

• GQTPAR

Cites Work

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• Trust Region Methods
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• Canonical Forms for Hermitian Matrix Pairs under Strict Equivalence and Congruence
• On Cones of Nonnegative Quadratic Functions
• A Survey of the S-Lemma

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