The trust region subproblem and semidefinite programming*

DOI10.1080/10556780410001647186zbMath1070.65041OpenAlexW2040055413MaRDI QIDQ4673323

Publication date: 29 April 2005

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556780410001647186

zbMATH Keywords

convergence numerical results quadratic programming robustness semidefinite programming trust region method large scale problems

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Semidefinite programming (90C22) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Quadratic programming (90C20) Methods of successive quadratic programming type (90C55)

Related Items

The Newton Bracketing Method for Convex Minimization: Convergence Analysis, A Nested Lanczos Method for the Trust-Region Subproblem, A fast algorithm for globally solving Tikhonov regularized total least squares problem, Computational and sensitivity aspects of eigenvalue-based methods for the large-scale trust-region subproblem, A fast eigenvalue approach for solving the trust region subproblem with an additional linear inequality, An efficient algorithm for solving the generalized trust region subproblem, Parametric approach for correcting inconsistent linear equality system, A modified nearly exact method for solving low-rank trust region subproblem, Efficient Use of Semidefinite Programming for Selection of Rotamers in Protein Conformations, Canonical Dual Approach for Minimizing a Nonconvex Quadratic Function over a Sphere, A feasible direction method for image restoration, Minimizing the sum of linear fractional functions over the cone of positive semidefinite matrices: approximation and applications, Performance enhancement of Gauss-Newton trust-region solver for distributed Gauss-Newton optimization method, A Second-Order Cone Based Approach for Solving the Trust-Region Subproblem and Its Variants, Exact two steps SOCP/SDP formulation for a modified conic trust region subproblem, Models and algorithms for distributionally robust least squares problems, Regularized Lagrangian duality for linearly constrained quadratic optimization and trust-region problems, On the exactness of a simple relaxation for the extended Celis–Dennis–Tapia subproblem, Outcome-space branch-and-bound outer approximation algorithm for a class of non-convex quadratic programming problems, On Local Non-Global Minimizers of Quadratic Optimization Problem with a Single Quadratic Constraint, Convex optimization approach to a single quadratically constrained quadratic minimization problem, Implicit Regularity and Linear Convergence Rates for the Generalized Trust-Region Subproblem, Global optimization for non-convex programs via convex proximal point method, Solving the Trust-Region Subproblem By a Generalized Eigenvalue Problem, A Lanczos Method for Large-Scale Extreme Lorentz Eigenvalue Problems, A new semidefinite programming relaxation scheme for a class of quadratic matrix problems, Behavior of DCA sequences for solving the trust-region subproblem, The generalized trust region subproblem, Eigenvalue-based algorithm and analysis for nonconvex QCQP with one constraint, GPS localization problem: a new model and its global optimization, Strong duality for generalized trust region subproblem: S-lemma with interval bounds, On the convexity of a class of quadratic mappings and its application to the problem of finding the smallest ball enclosing a given intersection of balls, An eigenvalue decomposition based branch-and-bound algorithm for nonconvex quadratic programming problems with convex quadratic constraints, Local nonglobal minima for solving large-scale extended trust-region subproblems, Efficient solution of quadratically constrained quadratic subproblems within the mesh adaptive direct search algorithm, Regularization using a parameterized trust region subproblem, Duality and solutions for quadratic programming over single non-homogeneous quadratic constraint, A geometric analysis of phase retrieval, An iterative algorithm for the conic trust region subproblem, A notion of compliance robustness in topology optimization, On the global optimality of generalized trust region subproblems, Error estimates for iterative algorithms for minimizing regularized quadratic subproblems, On the optimal correction of infeasible systems of linear inequalities, A convex optimization approach for minimizing the ratio of indefinite quadratic functions over an ellipsoid, Novel Reformulations and Efficient Algorithms for the Generalized Trust Region Subproblem, An approach for robust PDE-constrained optimization with application to shape optimization of electrical engines and of dynamic elastic structures under uncertainty, Convexity properties associated with nonconvex quadratic matrix functions and applications to quadratic programming, A conjugate gradient-based algorithm for large-scale quadratic programming problem with one quadratic constraint, Tilt stability for quadratic programs with one or two quadratic inequality constraints, Canonical Dual Solutions to Quadratic Optimization over One Quadratic Constraint, Connectivity of Quadratic Hypersurfaces and Its Applications in Optimization, Part I: General Theory, The Convergence of the Generalized Lanczos Trust-Region Method for the Trust-Region Subproblem, 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

Cites Work