Strong duality for generalized trust region subproblem: S-lemma with interval bounds

DOI10.1007/s11590-014-0812-0zbMath1354.90089arXiv1407.0465OpenAlexW1966032224WikidataQ124969329 ScholiaQ124969329MaRDI QIDQ497446

Yong Xia, Shu Wang

Publication date: 24 September 2015

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

Full work available at URL: https://arxiv.org/abs/1407.0465

zbMATH Keywords

strong dualityS-lemmatrust region subproblem

Mathematics Subject Classification ID

Quadratic programming (90C20) Optimality conditions and duality in mathematical programming (90C46)

Related Items (14)

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 ⋮ On Lagrangian duality gap of quadratic fractional programming with a two-sided quadratic constraint ⋮ A survey of hidden convex optimization ⋮ Toward nonquadratic S-lemma: new theory and application in nonconvex optimization ⋮ A linear-time algorithm for the trust region subproblem based on hidden convexity ⋮ On Local Non-Global Minimizers of Quadratic Optimization Problem with a Single Quadratic Constraint ⋮ Convex hull results on quadratic programs with non-intersecting constraints ⋮ Exact SDP relaxations for quadratic programs with bipartite graph structures ⋮ Calabi-Polyak convexity theorem, Yuan'S lemma and S-lemma: extensions and applications ⋮ Non-quadratic extension of homogeneous S-lemma and its applications in optimization ⋮ Unnamed Item ⋮ Solving a Type of the Tikhonov Regularization of the Total Least Squares by a New S-Lemma ⋮ S-lemma with equality and its applications

Uses Software

• GQTPAR

Cites Work

• S-lemma with equality and its applications
• The generalized trust region subproblem
• On the S-procedure and some variants
• Duallity and sensitivity in nonconvex quadratic optimization over an ellipsoid
• A semidefinite framework for trust region subproblems with applications to large scale minimization
• Hidden convexity in some nonconvex quadratically constrained quadratic programming
• Convexity of quadratic transformations and its use in control and optimization
• A Revisit to Quadratic Programming with One Inequality Quadratic Constraint via Matrix Pencil
• Computing a Trust Region Step
• Matrix Analysis
• Computing Optimal Locally Constrained Steps
• New Results on Quadratic Minimization
• Trust Region Methods
• The trust region subproblem and semidefinite programming*
• Indefinite Trust Region Subproblems and Nonsymmetric Eigenvalue Perturbations
• A Survey of the S-Lemma
• Unnamed Item

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