The trust region subproblem with non-intersecting linear constraints
From MaRDI portal
Publication:2515041
DOI10.1007/S10107-014-0749-1zbMath1308.90121OpenAlexW1986865581MaRDI QIDQ2515041
Publication date: 9 February 2015
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-014-0749-1
semidefinite programmingnonconvex quadratic programmingsecond-order cone programmingtrust-region subproblem
Semidefinite programming (90C22) Convex programming (90C25) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Quadratic programming (90C20)
Related Items (44)
An efficient algorithm for the extended trust-region subproblem with two linear constraints ⋮ Trust region subproblem with an additional linear inequality constraint ⋮ On Convex Hulls of Epigraphs of QCQPs ⋮ On the tightness of SDP relaxations of QCQPs ⋮ A necessary and sufficient condition of convexity for SOC reformulation of trust-region subproblem with two intersecting cuts ⋮ Exactness conditions for an SDP relaxation of the extended trust region problem ⋮ A fast eigenvalue approach for solving the trust region subproblem with an additional linear inequality ⋮ An efficient algorithm for solving the generalized trust region subproblem ⋮ On Obtaining the Convex Hull of Quadratic Inequalities via Aggregations ⋮ Quadratic programs with hollows ⋮ Refined bounds on the convergence of block Lanczos method for extended trust-region subproblem ⋮ On globally solving the extended trust-region subproblems ⋮ Interplay of non-convex quadratically constrained problems with adjustable robust optimization ⋮ A survey of hidden convex optimization ⋮ A branch and bound algorithm for nonconvex quadratic optimization with ball and linear constraints ⋮ 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 ⋮ Finding second-order stationary points in constrained minimization: a feasible direction approach ⋮ Convex hull results on quadratic programs with non-intersecting constraints ⋮ Strengthened SDP relaxation for an extended trust region subproblem with an application to optimal power flow ⋮ Closing the Gap between Necessary and Sufficient Conditions for Local Nonglobal Minimizer of Trust Region Subproblem ⋮ Exact Second-Order Cone Programming Relaxations for Some Nonconvex Minimax Quadratic Optimization Problems ⋮ The Convex Hull of a Quadratic Constraint over a Polytope ⋮ A Block Lanczos Method for the Extended Trust-Region Subproblem ⋮ Copositivity and complete positivity. Abstracts from the workshop held October 29 -- Novermber 4, 2017 ⋮ Globally solving extended trust region subproblems with two intersecting cuts ⋮ A low-dimensional SDP relaxation based spatial branch and bound method for nonconvex quadratic programs ⋮ Coderivatives related to parametric extended trust region subproblem and their applications ⋮ New Results on Narrowing the Duality Gap of the Extended Celis--Dennis--Tapia Problem ⋮ Parametric approach for solving quadratic fractional optimization with a linear and a quadratic constraint ⋮ Second order cone constrained convex relaxations for nonconvex quadratically constrained quadratic programming ⋮ A Note on Polynomial Solvability of the CDT Problem ⋮ A Two-Variable Approach to the Two-Trust-Region Subproblem ⋮ Semidefinite representable reformulations for two variants of the trust-region subproblem ⋮ New results on eliminating the duality gap of the second-order-cone reformulation for extended trust-region subproblem with two intersecting cuts ⋮ On Conic Relaxations of Generalization of the Extended Trust Region Subproblem ⋮ Accelerated first-order methods for a class of semidefinite programs ⋮ A hybrid algorithm for the two-trust-region subproblem ⋮ Quadratic optimization with two ball constraints ⋮ A Linear-Time Algorithm for Generalized Trust Region Subproblems ⋮ Connectivity of Quadratic Hypersurfaces and Its Applications in Optimization, Part I: General Theory ⋮ A gentle, geometric introduction to copositive optimization
Uses Software
Cites Work
- Unnamed Item
- The generalized trust region subproblem
- A reformulation-linearization technique for solving discrete and continuous nonconvex problems
- Problems of distance geometry and convex properties of quadratic maps
- A semidefinite framework for trust region subproblems with applications to large scale minimization
- Approximation algorithms for quadratic programming
- On the Rank of Extreme Matrices in Semidefinite Programs and the Multiplicity of Optimal Eigenvalues
- Computing a Trust Region Step
- New Results on Quadratic Minimization
- Trust Region Methods
- Solving the Trust-Region Subproblem using the Lanczos Method
- Second-Order-Cone Constraints for Extended Trust-Region Subproblems
- On Cones of Nonnegative Quadratic Functions
This page was built for publication: The trust region subproblem with non-intersecting linear constraints