Indefinite Trust Region Subproblems and Nonsymmetric Eigenvalue Perturbations

DOI10.1137/0805016zbMath0846.49017OpenAlexW2093790790MaRDI QIDQ4838957

Henry Wolkowicz, Ronald J. Stern

Publication date: 12 September 1996

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/bd82bc3c2cdb3d03bc126f00c7b6119c7c1cc625

zbMATH Keywords

minimization problemsexistencenecessary and sufficient optimality conditionsinfinite trust region subproblemsnonsymmetric eigenvalue perturbation theory

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Quadratic programming (90C20) Numerical methods based on nonlinear programming (49M37)

Related Items (74)

Global optimality conditions for nonconvex minimization problems with quadratic constraints ⋮ Trust region subproblem with an additional linear inequality constraint ⋮ On the complexity of quadratic programming with two quadratic constraints ⋮ Unnamed Item ⋮ A linear-time algorithm for trust region problems ⋮ A trust-region strategy for minimization on arbitrary domains ⋮ Inversion error, condition number, and approximate inverses of uncertain matrices ⋮ On the local stability of semidefinite relaxations ⋮ On piecewise quadratic Newton and trust region problems ⋮ SOCP reformulation for the generalized trust region subproblem via a canonical form of two symmetric matrices ⋮ Difference of convex functions optimization algorithms (DCA) for globally minimizing nonconvex quadratic forms on Euclidean balls and spheres ⋮ An efficient algorithm for solving the generalized trust region subproblem ⋮ Quadratic programs with hollows ⋮ Hidden convexity in some nonconvex quadratically constrained quadratic programming ⋮ On Lagrangian duality gap of quadratic fractional programming with a two-sided quadratic constraint ⋮ Second-order analysis of penalty function ⋮ A survey of hidden convex optimization ⋮ Canonical Dual Approach for Minimizing a Nonconvex Quadratic Function over a Sphere ⋮ Kalman-Popov-Yakubovich Lemma and the \(S\)-procedure: a historical essay ⋮ A Second-Order Cone Based Approach for Solving the Trust-Region Subproblem and Its Variants ⋮ A linear-time algorithm for the trust region subproblem based on hidden convexity ⋮ Regularized Lagrangian duality for linearly constrained quadratic optimization and trust-region problems ⋮ On the exactness of a simple relaxation for the extended Celis–Dennis–Tapia subproblem ⋮ An unconstrained minimization method for solving low-rank SDP relaxations of the maxcut problem ⋮ Implicit Regularity and Linear Convergence Rates for the Generalized Trust-Region Subproblem ⋮ Robust solutions of quadratic optimization over single quadratic constraint under interval uncertainty ⋮ On zero duality gap in nonconvex quadratic programming problems ⋮ Strengthened SDP relaxation for an extended trust region subproblem with an application to optimal power flow ⋮ How Do Exponential Size Solutions Arise in Semidefinite Programming? ⋮ An Approximation Scheme for Distributionally Robust Nonlinear Optimization ⋮ Hidden conic quadratic representation of some nonconvex quadratic optimization problems ⋮ The generalized trust region subproblem ⋮ Convexity of quadratic transformations and its use in control and optimization ⋮ Minimizing an indefinite quadratic function subject to a single indefinite quadratic constraint ⋮ Strong duality for generalized trust region subproblem: S-lemma with interval bounds ⋮ On the convexity of a class of quadratic mappings and its application to the problem of finding the smallest ball enclosing a given intersection of balls ⋮ Sufficient conditions for global optimality of bivalent nonconvex quadratic programs with inequality constraints ⋮ Regularization using a parameterized trust region subproblem ⋮ Duality and solutions for quadratic programming over single non-homogeneous quadratic constraint ⋮ Semidefinite programming and combinatorial optimization ⋮ Semidefinite programming for discrete optimization and matrix completion problems ⋮ On global quadratic growth condition for min-max optimization problems with quadratic functions ⋮ Noisy Euclidean distance matrix completion with a single missing node ⋮ Auxiliary signal design for active failure detection in uncertain linear systems with a priori information ⋮ Lagrangian decomposition of block-separable mixed-integer all-quadratic programs ⋮ The trust region subproblem and semidefinite programming* ⋮ Strengthened existence and uniqueness conditions for search directions in semidefinite program\-ming ⋮ Non-convex quadratic minimization problems with quadratic constraints: global optimality conditions ⋮ Some results for quadratic problems with one or two quadratic constraints ⋮ Lower bounds for cubic optimization over the sphere ⋮ A notion of compliance robustness in topology optimization ⋮ On the global optimality of generalized trust region subproblems ⋮ A strengthened SDP relaxation for quadratic optimization over the Stiefel manifold ⋮ Further development in convex conic reformulation of geometric nonconvex conic optimization problems ⋮ Simultaneous diagonalization under weak regularity and a characterization ⋮ Global optimality condition for quadratic optimization problems under data uncertainty ⋮ On Conic Relaxations of Generalization of the Extended Trust Region Subproblem ⋮ Solving a Type of the Tikhonov Regularization of the Total Least Squares by a New S-Lemma ⋮ A convex optimization approach for minimizing the ratio of indefinite quadratic functions over an ellipsoid ⋮ Simultaneous Diagonalization of Matrices and Its Applications in Quadratically Constrained Quadratic Programming ⋮ Solving Generalized CDT Problems via Two-Parameter Eigenvalues ⋮ An SDP approach for quadratic fractional problems with a two-sided quadratic constraint ⋮ Novel Reformulations and Efficient Algorithms for the Generalized Trust Region Subproblem ⋮ Convexity properties associated with nonconvex quadratic matrix functions and applications to quadratic programming ⋮ Matrix pencils and existence conditions for quadratic programming with a sign-indefinite quadratic equality constraint ⋮ Strong duality for general quadratic programs with quadratic equality constraints ⋮ Canonical Dual Solutions to Quadratic Optimization over One Quadratic Constraint ⋮ A Linear-Time Algorithm for Generalized Trust Region Subproblems ⋮ A note on lack of strong duality for quadratic problems with orthogonal constraints ⋮ Connectivity of Quadratic Hypersurfaces and Its Applications in Optimization, Part I: General Theory ⋮ Strengthened semidefinite relaxations via a second lifting for the Max-Cut problem ⋮ \(\rho\)-regularization subproblems: strong duality and an eigensolver-based algorithm ⋮ The generalized trust region subproblem: solution complexity and convex hull results ⋮ S-lemma with equality and its applications

This page was built for publication: Indefinite Trust Region Subproblems and Nonsymmetric Eigenvalue Perturbations