Narrowing the difficulty gap for the Celis-Dennis-Tapia problem

DOI10.1007/S10107-014-0836-3zbMath1328.90095OpenAlexW2141421695MaRDI QIDQ2349132

Immanuel M. Bomze, Michael L. Overton

Publication date: 19 June 2015

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

Full work available at URL: https://doi.org/10.1007/s10107-014-0836-3

zbMATH Keywords

non-convex optimizationpolynomial optimizationcopositive matricesglobal optimality conditiontrust region problem

Mathematics Subject Classification ID

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

Related Items (24)

A simultaneous diagonalization-based quadratic convex reformulation for nonconvex quadratically constrained quadratic program ⋮ Computing the Signed Distance Between Overlapping Ellipsoids ⋮ A computational study of global optimization solvers on two trust region subproblems ⋮ On the exactness of a simple relaxation for the extended Celis–Dennis–Tapia subproblem ⋮ Outcome-space branch-and-bound outer approximation algorithm for a class of non-convex quadratic programming problems ⋮ Optimization under uncertainty and risk: quadratic and copositive approaches ⋮ Sharp and Fast Bounds for the Celis-Dennis-Tapia Problem ⋮ Subspace choices for the Celis-Dennis-Tapia problem ⋮ Closing the Gap between Necessary and Sufficient Conditions for Local Nonglobal Minimizer of Trust Region Subproblem ⋮ Kronecker Product Constraints with an Application to the Two-Trust-Region Subproblem ⋮ A low-dimensional SDP relaxation based spatial branch and bound method for nonconvex quadratic programs ⋮ An eigenvalue decomposition based branch-and-bound algorithm for nonconvex quadratic programming problems with convex quadratic constraints ⋮ New Results on Narrowing the Duality Gap of the Extended Celis--Dennis--Tapia Problem ⋮ A Note on Polynomial Solvability of the CDT Problem ⋮ Extended trust-region problems with one or two balls: exact copositive and Lagrangian relaxations ⋮ An SOCP relaxation based branch-and-bound method for generalized trust-region subproblem ⋮ A Two-Variable Approach to the Two-Trust-Region Subproblem ⋮ Copositivity for second-order optimality conditions in general smooth optimization problems ⋮ Solving Generalized CDT Problems via Two-Parameter Eigenvalues ⋮ A hybrid algorithm for the two-trust-region subproblem ⋮ Tilt stability for quadratic programs with one or two quadratic inequality constraints ⋮ Quadratic optimization with two ball constraints ⋮ Copositive Relaxation Beats Lagrangian Dual Bounds in Quadratically and Linearly Constrained Quadratic Optimization Problems ⋮ An Optimality Gap Test for a Semidefinite Relaxation of a Quadratic Program with Two Quadratic Constraints

Uses Software

• mctoolbox

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