A necessary and sufficient condition of convexity for SOC reformulation of trust-region subproblem with two intersecting cuts

DOI10.1007/s11425-016-5130-9zbMath1344.49040OpenAlexW2290227337MaRDI QIDQ2628919

Tianping Shuai, Jianhua Yuan, Wen-Bao Ai, MeiLing Wang

Publication date: 19 July 2016

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-016-5130-9

zbMATH Keywords

linear inequality constraintsminimization problemglobal solutionstrust-region subproblemtight relaxationsecond-order-cone reformulation

Mathematics Subject Classification ID

Semidefinite programming (90C22) Convex programming (90C25) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Quadratic programming (90C20) Numerical methods based on nonlinear programming (49M37) Numerical methods of relaxation type (49M20) Optimality conditions for problems involving relations other than differential equations (49K21)

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A Block Lanczos Method for the Extended Trust-Region Subproblem, New Results on Narrowing the Duality Gap of the Extended Celis--Dennis--Tapia Problem

Cites Work

• Trust-region problems with linear inequality constraints: exact SDP relaxation, global optimality and robust optimization
• The trust region subproblem with non-intersecting linear constraints
• Strong Duality for the CDT Subproblem: A Necessary and Sufficient Condition
• New Results on Quadratic Minimization
• Second-Order-Cone Constraints for Extended Trust-Region Subproblems
• On Cones of Nonnegative Quadratic Functions