Novel Reformulations and Efficient Algorithms for the Generalized Trust Region Subproblem

Rujun Jiang; Duan Li

doi:10.1137/18m1174313

Novel Reformulations and Efficient Algorithms for the Generalized Trust Region Subproblem

SIAM Journal on Optimization ◽

10.1137/18m1174313 ◽

2019 ◽

Vol 29 (2) ◽

pp. 1603-1633 ◽

Cited By ~ 5

Author(s):

Rujun Jiang ◽

Duan Li

Keyword(s):

Trust Region ◽

Efficient Algorithms ◽

Generalized Trust ◽

Trust Region Subproblem ◽

Generalized Trust Region Subproblem

Download Full-text

A SOCP relaxation based branch-and-bound method for generalized trust-region subproblem

Journal of Industrial & Management Optimization ◽

10.3934/jimo.2019104 ◽

2021 ◽

Vol 17 (1) ◽

pp. 151-168 ◽

Cited By ~ 1

Author(s):

Jing Zhou ◽

◽

Cheng Lu ◽

Ye Tian ◽

Xiaoying Tang ◽

...

Keyword(s):

Branch And Bound ◽

Trust Region ◽

Branch And Bound Method ◽

Generalized Trust ◽

Trust Region Subproblem ◽

Generalized Trust Region Subproblem

Download Full-text

The generalized trust region subproblem: solution complexity and convex hull results

Mathematical Programming ◽

10.1007/s10107-020-01560-8 ◽

2020 ◽

Author(s):

Alex L. Wang ◽

Fatma Kılınç-Karzan

Keyword(s):

Convex Hull ◽

Trust Region ◽

Generalized Trust ◽

Trust Region Subproblem ◽

Generalized Trust Region Subproblem

Download Full-text

SOCP reformulation for the generalized trust region subproblem via a canonical form of two symmetric matrices

Mathematical Programming ◽

10.1007/s10107-017-1145-4 ◽

2017 ◽

Vol 169 (2) ◽

pp. 531-563 ◽

Cited By ~ 9

Author(s):

Rujun Jiang ◽

Duan Li ◽

Baiyi Wu

Keyword(s):

Canonical Form ◽

Trust Region ◽

Symmetric Matrices ◽

Generalized Trust ◽

Trust Region Subproblem ◽

Generalized Trust Region Subproblem

Download Full-text

The generalized trust region subproblem

Computational Optimization and Applications ◽

10.1007/s10589-013-9635-7 ◽

2014 ◽

Vol 58 (2) ◽

pp. 273-322 ◽

Cited By ~ 31

Author(s):

Ting Kei Pong ◽

Henry Wolkowicz

Keyword(s):

Trust Region ◽

Generalized Trust ◽

Trust Region Subproblem ◽

Generalized Trust Region Subproblem

Download Full-text

An efficient algorithm for solving the generalized trust region subproblem

Computational and Applied Mathematics ◽

10.1007/s40314-016-0349-1 ◽

2016 ◽

Vol 37 (1) ◽

pp. 395-413 ◽

Cited By ~ 7

Author(s):

M. Salahi ◽

A. Taati

Keyword(s):

Efficient Algorithm ◽

Trust Region ◽

Generalized Trust ◽

Trust Region Subproblem ◽

Generalized Trust Region Subproblem

Download Full-text

Strong duality for generalized trust region subproblem: S-lemma with interval bounds

Optimization Letters ◽

10.1007/s11590-014-0812-0 ◽

2014 ◽

Vol 9 (6) ◽

pp. 1063-1073 ◽

Cited By ~ 7

Author(s):

Shu Wang ◽

Yong Xia

Keyword(s):

Trust Region ◽

Strong Duality ◽

Generalized Trust ◽

Trust Region Subproblem ◽

Generalized Trust Region Subproblem

Download Full-text

On Conic Relaxations of Generalization of the Extended Trust Region Subproblem

Advances in Intelligent Systems and Computing - Optimization of Complex Systems: Theory, Models, Algorithms and Applications ◽

10.1007/978-3-030-21803-4_15 ◽

2019 ◽

pp. 145-154 ◽

Cited By ~ 1

Author(s):

Rujun Jiang ◽

Duan Li

Keyword(s):

Trust Region ◽

Trust Region Subproblem

Download Full-text

Convergence Rate of the Pham Dinh–Le Thi Algorithm for the Trust-Region Subproblem

Journal of Optimization Theory and Applications ◽

10.1007/s10957-012-0041-6 ◽

2012 ◽

Vol 154 (3) ◽

pp. 904-915 ◽

Cited By ~ 4

Author(s):

Hoang Ngoc Tuan

Keyword(s):

Convergence Rate ◽

Trust Region ◽

Trust Region Subproblem

Download Full-text

A necessary and sufficient condition of convexity for SOC reformulation of trust-region subproblem with two intersecting cuts

Science China Mathematics ◽

10.1007/s11425-016-5130-9 ◽

2016 ◽

Vol 59 (6) ◽

pp. 1127-1140 ◽

Cited By ~ 2

Author(s):

JianHua Yuan ◽

MeiLing Wang ◽

WenBao Ai ◽

TianPing Shuai

Keyword(s):

Trust Region ◽

Sufficient Condition ◽

Necessary And Sufficient Condition ◽

Trust Region Subproblem ◽

Necessary And Sufficient

Download Full-text

On the branch and bound algorithm for the extended trust-region subproblem

Journal of Global Optimization ◽

10.1007/s10898-021-01104-0 ◽

2021 ◽

Author(s):

Saeid Ansary Karbasy ◽

Maziar Salahi

Keyword(s):

Branch And Bound ◽

Trust Region ◽

Branch And Bound Algorithm ◽

Trust Region Subproblem

Download Full-text