The generalized trust region subproblem
From MaRDI portal
Publication:457202
DOI10.1007/s10589-013-9635-7zbMath1329.90100OpenAlexW2067314231WikidataQ57511203 ScholiaQ57511203MaRDI QIDQ457202
Ting Kei Pong, Henry Wolkowicz
Publication date: 26 September 2014
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-013-9635-7
Related Items
A fast algorithm for globally solving Tikhonov regularized total least squares problem, SOCP reformulation for the generalized trust region subproblem via a canonical form of two symmetric matrices, An efficient algorithm for solving the generalized trust region subproblem, Quadratic programs with hollows, Refined bounds on the convergence of block Lanczos method for extended trust-region subproblem, On Lagrangian duality gap of quadratic fractional programming with a two-sided quadratic constraint, Simultaneous Diagonalization via Congruence of Hermitian Matrices: Some Equivalent Conditions and a Numerical Solution, A survey of hidden convex optimization, On the quadratic fractional optimization with a strictly convex quadratic constraint, A Second-Order Cone Based Approach for Solving the Trust-Region Subproblem and Its Variants, A linear-time algorithm for the trust region subproblem based on hidden convexity, 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, Implicit Regularity and Linear Convergence Rates for the Generalized Trust-Region Subproblem, (Global) optimization: historical notes and recent developments, Convex hull results on quadratic programs with non-intersecting constraints, Calabi-Polyak convexity theorem, Yuan'S lemma and S-lemma: extensions and applications, How Do Exponential Size Solutions Arise in Semidefinite Programming?, Solving the Trust-Region Subproblem By a Generalized Eigenvalue Problem, Non-quadratic extension of homogeneous S-lemma and its applications in optimization, Eigenvalue-based algorithm and analysis for nonconvex QCQP with one constraint, A Block Lanczos Method for the Extended Trust-Region Subproblem, Minimizing an indefinite quadratic function subject to a single indefinite quadratic constraint, Strong duality for generalized trust region subproblem: S-lemma with interval bounds, Efficient solution of quadratically constrained quadratic subproblems within the mesh adaptive direct search algorithm, Noisy Euclidean distance matrix completion with a single missing node, A fast branch-and-bound algorithm for non-convex quadratic integer optimization subject to linear constraints using ellipsoidal relaxations, The trust region subproblem with non-intersecting linear constraints, Solving a Type of the Tikhonov Regularization of the Total Least Squares by a New S-Lemma, Strong duality in minimizing a quadratic form subject to two homogeneous quadratic inequalities over the unit sphere, Simultaneous Diagonalization of Matrices and Its Applications in Quadratically Constrained Quadratic Programming, An SDP approach for quadratic fractional problems with a two-sided quadratic constraint, Novel Reformulations and Efficient Algorithms for the Generalized Trust Region Subproblem, A conjugate gradient-based algorithm for large-scale quadratic programming problem with one quadratic constraint, A Linear-Time Algorithm for Generalized Trust Region Subproblems, Connectivity of Quadratic Hypersurfaces and Its Applications in Optimization, Part I: General Theory, 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, S-lemma with equality and its applications
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On solving trust-region and other regularised subproblems in optimization
- Matrices and indefinite scalar products
- Duallity and sensitivity in nonconvex quadratic optimization over an ellipsoid
- On extensions of the Frank-Wolfe theorems
- Problems of distance geometry and convex properties of quadratic maps
- Difference of convex functions optimization algorithms (DCA) for globally minimizing nonconvex quadratic forms on Euclidean balls and spheres
- A semidefinite framework for trust region subproblems with applications to large scale minimization
- A remark on the rank of positive semidefinite matrices subject to affine constraints
- Über das Vorkommen definiter und semidefiniter Formen in Scharen quadratischer Formen
- A New Matrix-Free Algorithm for the Large-Scale Trust-Region Subproblem
- On the Rank of Extreme Matrices in Semidefinite Programs and the Multiplicity of Optimal Eigenvalues
- Minimizing a Quadratic Over a Sphere
- On the global optimality of generalized trust region subproblems
- Accelerating the LSTRS Algorithm
- Minimization of a Large-Scale Quadratic FunctionSubject to a Spherical Constraint
- On Equivalence of Semidefinite Relaxations for Quadratic Matrix Programming
- Computing a Trust Region Step
- Algorithm 873
- Computing Optimal Locally Constrained Steps
- New Results on Quadratic Minimization
- Trust Region Methods
- The trust region subproblem and semidefinite programming*
- Solving the Trust-Region Subproblem using the Lanczos Method
- An Inverse Free Preconditioned Krylov Subspace Method for Symmetric Generalized Eigenvalue Problems
- Indefinite Trust Region Subproblems and Nonsymmetric Eigenvalue Perturbations
- Second-Order-Cone Constraints for Extended Trust-Region Subproblems
- Canonical Forms for Hermitian Matrix Pairs under Strict Equivalence and Congruence
- Quadratic Matrix Programming
- Strong Duality in Nonconvex Quadratic Optimization with Two Quadratic Constraints
- A Survey of the S-Lemma
