Solving two-trust-region subproblems using semidefinite optimization with eigenvector branching

DOI10.1007/S10957-022-02064-5MaRDI QIDQ6596338zbMATH OpenFDO

Authors Kurt M. Anstreicher

Publication date 2 September 2024

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10957-022-02064-5

zbMATH Keywords

conic optimizationnonconvex quadratic programmingsemidefinite optimizationsemidefinite programmingtrust region subproblem

Mathematics Subject Classification ID

Quadratic programming (90C20) Semidefinite programming (90C22) Nonconvex programming, global optimization (90C26)

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Cites work

• A note on polynomial solvability of the CDT problem
• A semidefinite framework for trust region subproblems with applications to large scale minimization
• A two-variable approach to the two-trust-region subproblem
• Approximation algorithms for quadratic programming
• BARON: A general purpose global optimization software package
• Branching and bounds tighteningtechniques for non-convex MINLP
• Convex relaxations of non-convex mixed integer quadratically constrained programs: Extended formulations
• Feasibility testing for systems of real quadratic equations
• scientific article; zbMATH DE number 3903874 (Why is no real title available?)
• Kronecker product constraints with an application to the two-trust-region subproblem
• Mixed-integer nonlinear optimization
• Narrowing the difficulty gap for the Celis-Dennis-Tapia problem
• New Results on Quadratic Minimization
• On maximization of quadratic form over intersection of ellipsoids with common center
• Optimality Conditions for the Minimization of a Quadratic with Two Quadratic Constraints
• Second-order-cone constraints for extended trust-region subproblems
• Semidefinite Programming
• Sharp and Fast Bounds for the Celis-Dennis-Tapia Problem
• Strong Duality for the CDT Subproblem: A Necessary and Sufficient Condition
• Strong Duality in Nonconvex Quadratic Optimization with Two Quadratic Constraints
• Trust Region Methods

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