Globally solving extended trust region subproblems with two intersecting cuts

DOI10.1007/S11590-019-01484-ZMaRDI QIDQ2228371zbMATH OpenOpenAlexWikidataFDO

Authors Cheng Lu, Ye Tian, Jian Luo, Zhibin Deng

Publication date 17 February 2021

Published in Optimization Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11590-019-01484-z

zbMATH Keywords

extended trust region subproblemintersecting cutssecond-order cone constraintssemidefinite programming relaxation

Mathematics Subject Classification ID

Quadratic programming (90C20) Semidefinite programming (90C22)

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Cites work

• A linear-time algorithm for the trust region subproblem based on hidden convexity
• An eigenvalue decomposition based branch-and-bound algorithm for nonconvex quadratic programming problems with convex quadratic constraints
• Conic approximation to nonconvex quadratic programming with convex quadratic constraints
• Exact computable representation of some second-order cone constrained quadratic programming problems
• Exactness conditions for an SDP relaxation of the extended trust region problem
• scientific article; zbMATH DE number 2107836 (Why is no real title available?)
• Local Minimizers of Quadratic Functions on Euclidean Balls and Spheres
• New Results on Quadratic Minimization
• On Cones of Nonnegative Quadratic Functions
• Recent advances in trust region algorithms
• Second-order-cone constraints for extended trust-region subproblems
• Some NP-complete problems in quadratic and nonlinear programming
• The trust region subproblem with non-intersecting linear constraints
• Tightness of a New and Enhanced Semidefinite Relaxation for MIMO Detection
• Trust region subproblem with an additional linear inequality constraint
• Trust-region problems with linear inequality constraints: exact SDP relaxation, global optimality and robust optimization

Cited in

(3)

• Closing the gap between necessary and sufficient conditions for local nonglobal minimizer of 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
• Accelerating the branch and bound algorithm for solving the extended trust-region subproblems

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• CVX

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