Trust-region problems with linear inequality constraints: exact SDP relaxation, global optimality and robust optimization

Author:

Jeyakumar V.,Li G. Y.

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Software

Reference31 articles.

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2. Burer, S., Anstreicher, K.M.: Second-order cone constraints for extended trust-region problems. Preprint, Optimization online, March (2011)

3. Beck, A., Eldar, Y.C.: Strong duality in nonconvex quadratic optimization with two quadratic constraints. SIAM J. Optim. 17, 844–860 (2006)

4. Beck, A.: Convexity properties associated with nonconvex quadratic matrix functions and applications to quadratic programming. J. Optim. Theory Appl. 142, 1–29 (2009)

5. Ben-Tal, A., Nemirovski, A.: Lectures on Modern Convex Optimization: Analysis, Algorithms and Engineering Applications. SIAM-MPS, Philadelphia (2000)

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