Trust-region and p-regularized subproblems: local nonglobal minimum is the second smallest objective function value among all first-order stationary points

arXiv2108.07963MaRDI QIDQ6375481FDOQ6375481

Yong Xia, Mengmeng Song, Jiulin Wang

Publication date: 17 August 2021

Abstract: The local nonglobal minimizer of trust-region subproblem, if it exists, is shown to have the second smallest objective function value among all KKT points. This new property is extended to $p$-regularized subproblem. As a corollary, we show for the first time that finding the local nonglobal minimizer of Nesterov-Polyak subproblem corresponds to a generalized eigenvalue problem.

Mathematics Subject Classification ID

Quadratic programming (90C20) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30)

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