A semidefinite framework for trust region subproblems with applications to large scale minimization
From MaRDI portal
Publication:1373738
zbMath0888.90137MaRDI QIDQ1373738
Publication date: 25 November 1997
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
trust region subproblemdual simplex type methodminimum eigenvalue problemprimal-dual pairs of semidefinite programs
Large-scale problems in mathematical programming (90C06) Sensitivity, stability, parametric optimization (90C31)
Related Items
On the spherical quasi-convexity of quadratic functions on spherically subdual convex sets, Oracle-Based Robust Optimization via Online Learning, A linear-time algorithm for trust region problems, A Nested Lanczos Method for the Trust-Region Subproblem, A fast algorithm for globally solving Tikhonov regularized total least squares problem, A sensitive-eigenvector based global algorithm for quadratically constrained quadratic programming, Computing quasisolutions of nonlinear inverse problems via efficient minimization of trust region problems, SOCP reformulation for the generalized trust region subproblem via a canonical form of two symmetric matrices, A fast eigenvalue approach for solving the trust region subproblem with an additional linear inequality, An efficient algorithm for solving the generalized trust region subproblem, Quadratic programs with hollows, Globally Solving the Trust Region Subproblem Using Simple First-Order Methods, A potential reduction approach to the frequency assignment problem, On Lagrangian duality gap of quadratic fractional programming with a two-sided quadratic constraint, On the complexity of approximating a KKT point of quadratic programming, A survey of hidden convex optimization, Canonical Dual Approach for Minimizing a Nonconvex Quadratic Function over a Sphere, A feasible direction method for image restoration, Performance enhancement of Gauss-Newton trust-region solver for distributed Gauss-Newton optimization method, A Second-Order Cone Based Approach for Solving the Trust-Region Subproblem and Its Variants, Normalized cuts revisited: a reformulation for segmentation with linear grouping constraints, Exact two steps SOCP/SDP formulation for a modified conic trust region subproblem, Models and algorithms for distributionally robust least squares problems, On the exactness of a simple relaxation for the extended Celis–Dennis–Tapia subproblem, On Local Non-Global Minimizers of Quadratic Optimization Problem with a Single Quadratic Constraint, (Global) optimization: historical notes and recent developments, Convex hull results on quadratic programs with non-intersecting constraints, A modified trust region method with beale's PCG technique for optimization, On the Generalized Lanczos Trust-Region Method, Closing the Gap between Necessary and Sufficient Conditions for Local Nonglobal Minimizer of Trust Region Subproblem, Solving the Trust-Region Subproblem By a Generalized Eigenvalue Problem, Kronecker Product Constraints with an Application to the Two-Trust-Region Subproblem, A Lanczos Method for Large-Scale Extreme Lorentz Eigenvalue Problems, The generalized trust region subproblem, Eigenvalue-based algorithm and analysis for nonconvex QCQP with one constraint, Robust Maximum Likelihood Estimation, A Block Lanczos Method for the Extended Trust-Region Subproblem, trlib: a vector-free implementation of the GLTR method for iterative solution of the trust region problem, Strong duality for generalized trust region subproblem: S-lemma with interval bounds, Cone-LP's and semidefinite programs: Geometry and a simplex-type method, Local nonglobal minima for solving large-scale extended trust-region subproblems, How to convexify the intersection of a second order cone and a nonconvex quadratic, Efficient solution of quadratically constrained quadratic subproblems within the mesh adaptive direct search algorithm, Regularization using a parameterized trust region subproblem, A practical method for solving large-scale TRS, Semidefinite programming and combinatorial optimization, Semidefinite programming for discrete optimization and matrix completion problems, Lagrangian decomposition of block-separable mixed-integer all-quadratic programs, Global convergence of SSM for minimizing a quadratic over a sphere, Conic approximation to nonconvex quadratic programming with convex quadratic constraints, A geometric analysis of phase retrieval, Error bounds of Lanczos approach for trust-region subproblem, QPLIB: a library of quadratic programming instances, A Two-Variable Approach to the Two-Trust-Region Subproblem, An iterative algorithm for the conic trust region subproblem, A notion of compliance robustness in topology optimization, Maximizing the sum of a generalized Rayleigh quotient and another Rayleigh quotient on the unit sphere via semidefinite programming, The trust region subproblem with non-intersecting linear constraints, Characterization of solution sets of convex optimization problems in Riemannian manifolds, Error estimates for iterative algorithms for minimizing regularized quadratic subproblems, Cheaper relaxation and better approximation for multi-ball constrained quadratic optimization and extension, On Conic Relaxations of Generalization of the Extended Trust Region Subproblem, Strong duality in minimizing a quadratic form subject to two homogeneous quadratic inequalities over the unit sphere, 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, Novel Reformulations and Efficient Algorithms for the Generalized Trust Region Subproblem, An approach for robust PDE-constrained optimization with application to shape optimization of electrical engines and of dynamic elastic structures under uncertainty, A conjugate gradient-based algorithm for large-scale quadratic programming problem with one quadratic constraint, A simple duality proof in convex quadratic programming with a quadratic constraint, and some applications, Advances in trust region algorithms for constrained optimization, A Linear-Time Algorithm for Generalized Trust Region Subproblems, Minimization of linear functionals defined on solutions of large-scale discrete ill-posed problems, A note on lack of strong duality for quadratic problems with orthogonal constraints, The Convergence of the Generalized Lanczos Trust-Region Method for the Trust-Region Subproblem, Solving the Cubic Regularization Model by a Nested Restarting Lanczos Method, Hölderian Error Bounds and Kurdyka-Łojasiewicz Inequality for the Trust Region Subproblem, \(\rho\)-regularization subproblems: strong duality and an eigensolver-based algorithm, The generalized trust region subproblem: solution complexity and convex hull results
