The trust region subproblem and semidefinite programming*
From MaRDI portal
Recommendations
- A semidefinite framework for trust region subproblems with applications to large scale minimization
- Solving the trust-region subproblem by a generalized eigenvalue problem
- A two-variable approach to the two-trust-region subproblem
- A Nested Lanczos Method for the Trust-Region Subproblem
- Trust-region problems with linear inequality constraints: exact SDP relaxation, global optimality and robust optimization
Cites work
- A Numerical Study of the Limited Memory BFGS Method and the Truncated-Newton Method for Large Scale Optimization
- A Spectral Bundle Method for Semidefinite Programming
- Automatic Preconditioning by Limited Memory Quasi-Newton Updating
- Combining binary search and Newton's method to compute real roots for a class of real functions
- Computing a Trust Region Step
- Computing Optimal Locally Constrained Steps
- Difference of convex functions optimization algorithms (DCA) for globally minimizing nonconvex quadratic forms on Euclidean balls and spheres
- Hidden convexity in some nonconvex quadratically constrained quadratic programming
- scientific article; zbMATH DE number 3551792 (Why is no real title available?)
- scientific article; zbMATH DE number 1243473 (Why is no real title available?)
- scientific article; zbMATH DE number 1049347 (Why is no real title available?)
- scientific article; zbMATH DE number 852536 (Why is no real title available?)
- scientific article; zbMATH DE number 964349 (Why is no real title available?)
- Indefinite Trust Region Subproblems and Nonsymmetric Eigenvalue Perturbations
- Introduction to sensitivity and stability analysis in nonlinear programming
- Iterative Methods for Large Convex Quadratic Programs: A Survey
- Minimization of a Large-Scale Quadratic FunctionSubject to a Spherical Constraint
- Newton’s Method with a Model Trust Region Modification
- Numerical Optimization
- On the Stationary Values of a Second-Degree Polynomial on the Unit Sphere
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Smoothing by spline functions.
- Smoothing by spline functions. II
- Solving Large-Scale Sparse Semidefinite Programs for Combinatorial Optimization
- Solving the Trust-Region Subproblem using the Lanczos Method
- The Conjugate Gradient Method and Trust Regions in Large Scale Optimization
- The Newton bracketing method for convex minimization.
- Truncated-Newton algorithms for large-scale unconstrained optimization
- Trust Region Methods
Cited in
(70)- A convex optimization approach for minimizing the ratio of indefinite quadratic functions over an ellipsoid
- Convexity properties associated with nonconvex quadratic matrix functions and applications to quadratic programming
- A semidefinite framework for trust region subproblems with applications to large scale minimization
- An efficient algorithm for solving the generalized trust region subproblem
- Exact two steps SOCP/SDP formulation for a modified conic trust region subproblem
- Eigenvalue-based algorithm and analysis for nonconvex QCQP with one constraint
- Efficient solution of quadratically constrained quadratic subproblems within the mesh adaptive direct search algorithm
- A geometric analysis of phase retrieval
- An iterative algorithm for the conic trust region subproblem
- A feasible direction method for image restoration
- Coderivatives related to parametric extended trust region subproblem and their applications
- On the optimal correction of infeasible systems of linear inequalities
- An approach for robust PDE-constrained optimization with application to shape optimization of electrical engines and of dynamic elastic structures under uncertainty
- \(\rho\)-regularization subproblems: strong duality and an eigensolver-based algorithm
- The generalized trust region subproblem: solution complexity and convex hull results
- Performance enhancement of Gauss-Newton trust-region solver for distributed Gauss-Newton optimization method
- GPS localization problem: a new model and its global optimization
- A conjugate gradient-based algorithm for large-scale quadratic programming problem with one quadratic constraint
- Minimizing the sum of linear fractional functions over the cone of positive semidefinite matrices: approximation and applications
- A fast algorithm for globally solving Tikhonov regularized total least squares problem
- Global optimization for non-convex programs via convex proximal point method
- A two-variable approach to the two-trust-region subproblem
- A notion of compliance robustness in topology optimization
- The Newton bracketing method for convex minimization: convergence analysis
- Parametric approach for correcting inconsistent linear equality system
- Efficient use of semidefinite programming for selection of rotamers in protein conformations
- Canonical dual approach for minimizing a nonconvex quadratic function over a sphere
- Solving the trust-region subproblem by a generalized eigenvalue problem
- On the global optimality of generalized trust region subproblems
- A Nested Lanczos Method for the Trust-Region Subproblem
- Erratum to: A trust region method for solving semidefinite programs
- Models and algorithms for distributionally robust least squares problems
- A new semidefinite programming relaxation scheme for a class of quadratic matrix problems
- Behavior of DCA sequences for solving the trust-region subproblem
- Globally solving the trust region subproblem using simple first-order methods
- The generalized trust region subproblem
- Trust-region problems with linear inequality constraints: exact SDP relaxation, global optimality and robust optimization
- The solution of Euclidean norm trust region SQP subproblems via second-order cone programs: an overview and elementary introduction
- Indefinite Trust Region Subproblems and Nonsymmetric Eigenvalue Perturbations
- Strong duality for generalized trust region subproblem: S-lemma with interval bounds
- On local non-global minimizers of quadratic optimization problem with a single quadratic constraint
- An eigenvalue decomposition based branch-and-bound algorithm for nonconvex quadratic programming problems with convex quadratic constraints
- Local nonglobal minima for solving large-scale extended trust-region subproblems
- On solving L-SR1 trust-region subproblems
- Error estimates for iterative algorithms for minimizing regularized quadratic subproblems
- Novel reformulations and efficient algorithms for the generalized trust region subproblem
- Canonical dual solutions to quadratic optimization over one quadratic constraint
- Connectivity of quadratic hypersurfaces and its applications in optimization. I: General theory
- Computational and sensitivity aspects of eigenvalue-based methods for the large-scale trust-region subproblem
- A second-order cone based approach for solving the trust-region subproblem and its variants
- A Lanczos Method for Large-Scale Extreme Lorentz Eigenvalue Problems
- A practical method for solving large-scale TRS
- Polynomial Solvability of Variants of the Trust-Region Subproblem
- Krylov subspace methods for trust-region subproblem and beyond
- The convergence of the generalized Lanczos trust-region method for the trust-region subproblem
- Hölderian Error Bounds and Kurdyka-Łojasiewicz Inequality for the Trust Region Subproblem
- On the exactness of a simple relaxation for the extended Celis–Dennis–Tapia subproblem
- Outcome-space branch-and-bound outer approximation algorithm for a class of non-convex quadratic programming problems
- Implicit Regularity and Linear Convergence Rates for the Generalized Trust-Region Subproblem
- Regularized Lagrangian duality for linearly constrained quadratic optimization and trust-region problems
- Convex optimization approach to a single quadratically constrained quadratic minimization problem
- Global strong convexity and characterization of critical points of time-of-arrival-based source localization
- Solving two-trust-region subproblems using semidefinite optimization with eigenvector branching
- Alternative ranking in trust network group decision-making: a distributionally robust optimization method
- Duality and solutions for quadratic programming over single non-homogeneous quadratic constraint
- Tilt stability for quadratic programs with one or two quadratic inequality constraints
- A modified nearly exact method for solving low-rank trust region subproblem
- On the convexity of a class of quadratic mappings and its application to the problem of finding the smallest ball enclosing a given intersection of balls
- Regularization using a parameterized trust region subproblem
- On solving trust-region and other regularised subproblems in optimization
This page was built for publication: The trust region subproblem and semidefinite programming*
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4673323)
