A fast eigenvalue approach for solving the trust region subproblem with an additional linear inequality
Author:
Funder
University of Guilan
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Computational Mathematics
Link
http://link.springer.com/article/10.1007/s40314-016-0347-3/fulltext.html
Reference24 articles.
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3. Ben-Tal A, Ghaoui LE, Nemirovski A (2009) Robust Optimization, Princeton Series in Applied Mathematics
4. Bertsimas D, Pachamanova D, Sim M (2004) Robust linear optimization under general norms. Oper Res Lett 32(6):510–516
5. Bertsimas D, Brown D, Caramanis C (2011) Theory and applications of robust optimization. SIAM Rev 53(3):464–501
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