On globally solving the extended trust-region subproblems

DOI10.1016/j.orl.2020.05.009zbMath1479.90220OpenAlexW3027339045MaRDI QIDQ2661497

Jinyu Dai

Publication date: 7 April 2021

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2020.05.009

zbMATH Keywords

branch and bounduniform distributioneigenvalue decompositionSOC-SDP relaxation

Mathematics Subject Classification ID

Semidefinite programming (90C22) Methods of successive quadratic programming type (90C55)

Cites Work

• Unnamed Item
• Trust region subproblem with an additional linear inequality constraint
• Semidefinite relaxations for non-convex quadratic mixed-integer programming
• Trust-region problems with linear inequality constraints: exact SDP relaxation, global optimality and robust optimization
• An eigenvalue decomposition based branch-and-bound algorithm for nonconvex quadratic programming problems with convex quadratic constraints
• The trust region subproblem with non-intersecting linear constraints
• Trust Region Methods
• Second-Order-Cone Constraints for Extended Trust-Region Subproblems

This page was built for publication: On globally solving the extended trust-region subproblems