Exact two steps SOCP/SDP formulation for a modified conic trust region subproblem-Reference-Cited by-同舟云学术

Exact two steps SOCP/SDP formulation for a modified conic trust region subproblem

Published:2016-09-10 Issue:8 Volume:11 Page:1691-1697
ISSN:1862-4472
Container-title:Optimization Letters
language:en
Short-container-title:Optim Lett

Author:

Salahi Maziar

Funder

University of Guilan

Publisher

Springer Science and Business Media LLC

Subject

Control and Optimization

Link

http://link.springer.com/article/10.1007/s11590-016-1080-y/fulltext.html

Reference25 articles.

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2. Ariyawansa, K.A.: Deriving collinear scaling algorithms as extensions of quasi-Newton methods and the local convergence of DFP- and BFGS-related collinear scaling algorithms. Math. Program. 49, 23–48 (1990)

3. Ben-Tal, A., Nemirovski, A.: Lectures on modern convex optimization: analysis, algorithms, and engineering applications. MPS-SIAM Series on Optimization, Philadelphia (2001)

4. Burer, S., Anstreicher, K.M.: Second-order-cone constraints for extended trust-region subproblems. SIAM J. Optim. 23(1), 432–451 (2013)

5. Conn, A.R., Gould, N.I.M., Toint, P.L.: Trust region methods. MPS-SIAM Series on Optimization, Philadelphia (2000)

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