Trust region subproblem with an additional linear inequality constraint

DOI10.1007/S11590-015-0957-5zbMATH Open1367.90077OpenAlexW2271826256MaRDI QIDQ276335FDOQ276335

Authors: Saeed Fallahi, Maziar Salahi 

Publication date: 3 May 2016

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11590-015-0957-5

Recommendations

• An efficient algorithm for the extended trust-region subproblem with two linear constraints
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zbMATH Keywords

global optimizationdiagonalizationextended trust region subproblemsemidefinite optimization relaxation

Mathematics Subject Classification ID

Quadratic programming (90C20) Optimality conditions and duality in mathematical programming (90C46) Nonconvex programming, global optimization (90C26)

Cites Work

• Theory and applications of robust optimization
• Robust optimization
• Trust Region Methods
• Handbook of global optimization. Vol. 2
• Trust-region problems with linear inequality constraints: exact SDP relaxation, global optimality and robust optimization
• Indefinite Trust Region Subproblems and Nonsymmetric Eigenvalue Perturbations
• Strong Duality in Nonconvex Quadratic Optimization with Two Quadratic Constraints
• Robust linear optimization under general norms.
• A trust region algorithm for equality constrained optimization
• The trust region subproblem with non-intersecting linear constraints
• A second-order algorithm for continuous-time nonlinear optimal control problems
• Second-order-cone constraints for extended trust-region subproblems

Cited In (15)

• Implicit Regularity and Linear Convergence Rates for the Generalized Trust-Region Subproblem
• On the branch and bound algorithm for the extended trust-region subproblem
• An efficient algorithm for the extended trust-region subproblem with two linear constraints
• Globally solving extended trust region subproblems with two intersecting cuts
• Stability for parametric extended trust region subproblems
• A second-order cone based approach for solving the trust-region subproblem and its variants
• On indefinite quadratic optimization over the intersection of balls and linear constraints
• The trust region subproblem with non-intersecting linear constraints
• Quadratic optimization with two ball constraints
• A linear-time algorithm for the trust region subproblem based on hidden convexity
• Exact two steps SOCP/SDP formulation for a modified conic trust region subproblem
• Solving trust-region subproblem augmented with linear inequality constraints
• On globally solving the extended trust-region subproblems
• Local nonglobal minima for solving large-scale extended trust-region subproblems
• Coderivatives related to parametric extended trust region subproblem and their applications

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