Implicit Regularity and Linear Convergence Rates for the Generalized Trust-Region Subproblem-Reference-Cited by-同舟云学术

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Implicit Regularity and Linear Convergence Rates for the Generalized Trust-Region Subproblem

Published:2023-06-26 Issue:2 Volume:33 Page:1250-1278
ISSN:1052-6234
Container-title:SIAM Journal on Optimization
language:en
Short-container-title:SIAM J. Optim.

Author:

Wang Alex L.¹,Lu Yunlei²,Kilinç-Karzan Fatma³^ORCID

Affiliation:

1. Carnegie Mellon University, Pittsburgh, PA 15213 USA. Current address: Purdue University, West Lafayette, IN 47907 USA.

2. Peking University, Beijing, China. Current address: Courant Institute of Mathematical Sciences, New York University, NY 10012 USA.

3. Carnegie Mellon University, Pittsburgh, PA 15213 USA.

Funder

Office of Naval Research

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Subject

Theoretical Computer Science,Software,Applied Mathematics

Reference31 articles.

1. Eigenvalue-based algorithm and analysis for nonconvex QCQP with one constraint

2. Hidden conic quadratic representation of some nonconvex quadratic optimization problems

3. Lectures on Modern Convex Optimization

4. Hidden convexity in some nonconvex quadratically constrained quadratic programming

5. Trust Region Methods

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1. Provably Faster Gradient Descent via Long Steps;SIAM Journal on Optimization;2024-07-18

2. Accelerated first-order methods for a class of semidefinite programs;Mathematical Programming;2024-03-22

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