On maxima of dual function of the CDT subproblem

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The authors present an approximation of the feasible region of the Celis-Dennis-Tapia (CDT) problem, which forms a new trust region subproblem. The geometric meaning of a certain parameter of the new trust region subproblem is illustrated. The authors prove that the global solution of the CDT subproblem is given by some specially-located dual maxima and by restricting the location region of the multipliers.





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