The trust region subproblem and semidefinite programming*
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Publication:4673323
DOI10.1080/10556780410001647186zbMath1070.65041MaRDI QIDQ4673323
Henry Wolkowicz, Charles Fortin
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
convergence; numerical results; quadratic programming; robustness; semidefinite programming; trust region method; large scale problems
65K05: Numerical mathematical programming methods
90C22: Semidefinite programming
90C06: Large-scale problems in mathematical programming
90C30: Nonlinear programming
90C20: Quadratic programming
90C55: Methods of successive quadratic programming type
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