The trust region subproblem and semidefinite programming*

DOI10.1080/10556780410001647186zbMath1070.65041OpenAlexW2040055413MaRDI QIDQ4673323

Henry Wolkowicz, Charles Fortin

Publication date: 29 April 2005

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556780410001647186

zbMATH Keywords

convergencenumerical resultsquadratic programmingrobustnesssemidefinite programmingtrust region methodlarge scale problems

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Semidefinite programming (90C22) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Quadratic programming (90C20) Methods of successive quadratic programming type (90C55)

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