A hybrid algorithm for the two-trust-region subproblem-Reference-Cited by-同舟云学术

A hybrid algorithm for the two-trust-region subproblem

Published:2019-05-24 Issue:3 Volume:38 Page:
ISSN:2238-3603
Container-title:Computational and Applied Mathematics
language:en
Short-container-title:Comp. Appl. Math.

Author:

Ansary Karbasy Saeid,Salahi Maziar

Funder

University of Guilan

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Computational Mathematics

Link

http://link.springer.com/content/pdf/10.1007/s40314-019-0864-y.pdf

Reference35 articles.

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2. Ai W, Zhang S (2008) Strong duality for the CDT subproblem: a necessary and sufficient condition. SIAM J Optim 19(4):1735–1756

3. Bai X, Scheinberg K (2015) Alternating direction methods for non convex optimization with applications to second-order least-squares and risk parity portfolio selection. Optim Online

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

5. Bertsekas D (2014) Constrained optimization and Lagrange multiplier methods. Academic press, New York

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