Second-order-cone constraints for extended trust-region subproblems
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Publication:5300533
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
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semidefinite programmingnonconvex quadratic programmingtrust-region subproblemsecond-order-cone programming
Quadratic programming (90C20) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Semidefinite programming (90C22)
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- 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
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- 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
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- Exactness conditions for an SDP relaxation of the extended trust region problem
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- On Conic Relaxations of Generalization of the Extended Trust Region Subproblem
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- Some results for quadratic problems with one or two quadratic constraints
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- 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
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- A gentle, geometric introduction to copositive optimization
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- 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
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- 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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