Trust region subproblem with an additional linear inequality constraint

DOI10.1007/S11590-015-0957-5MaRDI QIDQ276335zbMATH OpenOpenAlexFDO

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

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)

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Cites work

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

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
• On globally solving the extended trust-region subproblems
• Solving trust-region subproblem augmented with linear inequality constraints
• 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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