Second-Order-Cone Constraints for Extended Trust-Region Subproblems
DOI10.1137/110826862zbMATH Open1298.90062OpenAlexW2100541427MaRDI QIDQ5300533FDOQ5300533
Kurt M. Anstreicher, Samuel Burer
Publication date: 27 June 2013
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/110826862
semidefinite programmingnonconvex quadratic programmingtrust-region subproblemsecond-order-cone programming
Quadratic programming (90C20) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Semidefinite programming (90C22)
Cited In (79)
- Two-stage stochastic standard quadratic optimization
- A hybrid algorithm for the two-trust-region subproblem
- A Second-Order Cone Based Approach for Solving the Trust-Region Subproblem and Its Variants
- On the complexity of quadratic programming with two quadratic constraints
- A Block Lanczos Method for the Extended Trust-Region Subproblem
- On box-constrained total least squares problem
- The generalized trust region subproblem
- Trust-region problems with linear inequality constraints: exact SDP relaxation, global optimality and robust optimization
- A new SOCP relaxation of nonconvex quadratic programming problems with a few negative eigenvalues
- Second order cone constrained convex relaxations for nonconvex quadratically constrained quadratic programming
- Trust region subproblem with an additional linear inequality constraint
- Solving generalized CDT problems via two-parameter eigenvalues
- A fast eigenvalue approach for solving the trust region subproblem with an additional linear inequality
- An efficient algorithm for the extended trust-region subproblem with two linear constraints
- Quadratic optimization over one first-order cone
- Conic approximation to nonconvex quadratic programming with convex quadratic constraints
- Interplay of non-convex quadratically constrained problems with adjustable robust optimization
- A branch and bound algorithm for nonconvex quadratic optimization with ball and linear constraints
- Exact dual bounds for some nonconvex minimax quadratic optimization problems
- A Linear-Time Algorithm for Generalized Trust Region Subproblems
- Narrowing the difficulty gap for the Celis-Dennis-Tapia problem
- Copositivity and complete positivity. Abstracts from the workshop held October 29 -- Novermber 4, 2017
- Convergence to a second-order point of a trust-region algorithm with a nonmonotonic penalty parameter for constrained optimization
- Extended trust-region problems with one or two balls: exact copositive and Lagrangian relaxations
- Convex envelopes of separable functions over regions defined by separable functions of the same type
- On the tightness of SDP relaxations of QCQPs
- New Results on Narrowing the Duality Gap of the Extended Celis--Dennis--Tapia Problem
- A survey of hidden convex optimization
- Exact semidefinite formulations for a class of (random and non-random) nonconvex quadratic programs
- An SOCP relaxation based branch-and-bound method for generalized trust-region subproblem
- A partial ellipsoidal approximation scheme for nonconvex homogeneous quadratic optimization with quadratic constraints
- Exactness conditions for an SDP relaxation of the extended trust region problem
- Representing quadratically constrained quadratic programs as generalized copositive programs
- Solving the Trust-Region Subproblem By a Generalized Eigenvalue Problem
- How to convexify the intersection of a second order cone and a nonconvex quadratic
- Enhanced proximal DC algorithms with extrapolation for a class of structured nonsmooth DC minimization
- On Chebyshev Center of the Intersection of Two Ellipsoids
- Quadratic programs with hollows
- Closing the Gap between Necessary and Sufficient Conditions for Local Nonglobal Minimizer of Trust Region Subproblem
- Exact Second-Order Cone Programming Relaxations for Some Nonconvex Minimax Quadratic Optimization Problems
- An iterative algorithm for the conic trust region subproblem
- A computational study of global optimization solvers on two trust region subproblems
- Parametric approach for solving quadratic fractional optimization with a linear and a quadratic constraint
- The trust region subproblem with non-intersecting linear constraints
- Quadratic optimization with two ball constraints
- On Conic Relaxations of Generalization of the Extended Trust Region Subproblem
- On Convex Hulls of Epigraphs of QCQPs
- Quadratic optimization over a second-order cone with linear equality constraints
- Exact two steps SOCP/SDP formulation for a modified conic trust region subproblem
- Some results for quadratic problems with one or two quadratic constraints
- A note on polynomial solvability of the CDT problem
- A two-variable approach to the two-trust-region subproblem
- Optimization under uncertainty and risk: quadratic and copositive approaches
- On globally solving the extended trust-region subproblems
- The Convex Hull of a Quadratic Constraint over a Polytope
- Kronecker Product Constraints with an Application to the Two-Trust-Region Subproblem
- A gentle, geometric introduction to copositive optimization
- Title not available (Why is that?)
- Local nonglobal minima for solving large-scale extended trust-region subproblems
- Coderivatives related to parametric extended trust region subproblem and their applications
- Finding second-order stationary points in constrained minimization: a feasible direction approach
- Refined bounds on the convergence of block Lanczos method for extended trust-region subproblem
- Exact computable representation of some second-order cone constrained quadratic programming problems
- Completely positive and completely positive semidefinite tensor relaxations for polynomial optimization
- Semidefinite representable reformulations for two variants of the trust-region subproblem
- Semidefinite Approaches for MIQCP: Convex Relaxations and Practical Methods
- Globally solving extended trust region subproblems with two intersecting cuts
- Finding Minimum Volume Circumscribing Ellipsoids Using Generalized Copositive Programming
- Sharp and Fast Bounds for the Celis-Dennis-Tapia Problem
- A necessary and sufficient condition of convexity for SOC reformulation of trust-region subproblem with two intersecting cuts
- Solving two-trust-region subproblems using semidefinite optimization with eigenvector branching
- On indefinite quadratic optimization over the intersection of balls and linear constraints
- New results on eliminating the duality gap of the second-order-cone reformulation for extended trust-region subproblem with two intersecting cuts
- Title not available (Why is that?)
- Strengthened SDP relaxation for an extended trust region subproblem with an application to optimal power flow
- KKT-based primal-dual exactness conditions for the Shor relaxation
- (Global) optimization: historical notes and recent developments
- On Obtaining the Convex Hull of Quadratic Inequalities via Aggregations
- Convex hull results on quadratic programs with non-intersecting constraints
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