An efficient algorithm for large-scale extended trust-region subproblems with non-intersecting linear constraints
Author:
Publisher
Springer Science and Business Media LLC
Subject
Control and Optimization
Link
https://link.springer.com/content/pdf/10.1007/s11590-020-01652-6.pdf
Reference21 articles.
1. Adachi, S., Iwata, S., Nakatsukasa, Y., Takeda, A.: Solving the trust-region subproblem by a generalized eigenvalue problem. SIAM J. Optim. 27(1), 269–291 (2017)
2. Beck, A., Eldar, Y.C.: Strong duality in nonconvex quadratic optimization with two quadratic constraints. SIAM J. Optim. 17(3), 844–860 (2006)
3. Beck, A., Pan, D.: A branch and bound algorithm for nonconvex quadratic optimization with ball and linear constraints. J. Global Optim. 69(2), 309–342 (2017)
4. Beck, A., Vaisbourd, Y.: Globally solving the trust Region subproblem using simple first-order methods. SIAM J. Optim. 28(3), 1951–67 (2018)
5. Bienstock, D., Michalka, A.: Polynomial solvability of variants of the trust-region subproblem. In: Proceedings of the 25th Annual ACM-SIAM Symposium on Discrete Algorithms, pp. 380–390 (2014)
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2. On the branch and bound algorithm for the extended trust-region subproblem;Journal of Global Optimization;2021-11-30
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