Alternating direction method of multipliers for the extended trust region subproblem

DOI10.22067/ijnao.v7i1.52283zbMath1372.65182OpenAlexW2620069620MaRDI QIDQ5271393

Akram Taati, Maziar Salahi

Publication date: 11 July 2017

Full work available at URL: https://doaj.org/article/28000ad9dbec4c2996f64f989b923488

zbMATH Keywords

convergencenonconvex optimizationlarge scale problemsalternating direction method of multiplierssemidefinite programsecond-order cone programextended trust region subproblems

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Interior-point methods (90C51)

Related Items (5)

An efficient algorithm for the extended trust-region subproblem with two linear constraints ⋮ Unnamed Item ⋮ SOCP reformulation for the generalized trust region subproblem via a canonical form of two symmetric matrices ⋮ On indefinite quadratic optimization over the intersection of balls and linear constraints ⋮ A hybrid algorithm for the two-trust-region subproblem

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