The solution of euclidean norm trust region SQP subproblems via second-order cone programs: an overview and elementary introduction
Author:
Affiliation:
1. Mathematisches Institut, Universitaet Duesseldorf, Universitaetsstr. 1, 40225 Duesseldorf, Germany
2. Department of Mathematics, Heinrich-Heine-Universitat Dusseldorf, Universitaetsstr. 1, 40225 Dusseldorf, Germany
Publisher
Informa UK Limited
Subject
Applied Mathematics,Control and Optimization,Software
Link
https://www.tandfonline.com/doi/pdf/10.1080/10556788.2016.1270279
Reference43 articles.
1. Strong Duality for the CDT Subproblem: A Necessary and Sufficient Condition
2. Second-order cone programming
3. Primal-Dual Interior-Point Methods for Semidefinite Programming: Convergence Rates, Stability and Numerical Results
4. Lectures on Modern Convex Optimization
5. A Note on Polynomial Solvability of the CDT Problem
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