The trust region subproblem and semidefinite programming*

DOI10.1080/10556780410001647186zbMath1070.65041MaRDI 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

convergence; numerical results; quadratic programming; robustness; semidefinite programming; trust region method; large scale problems

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C22: Semidefinite programming

90C06: Large-scale problems in mathematical programming

90C30: Nonlinear programming

90C20: Quadratic programming

90C55: Methods of successive quadratic programming type

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