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On SOCP/SDP Formulation of the Extended Trust Region Subproblem
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چکیده: (6799 مشاهده) |
| We consider the extended trust region subproblem (eTRS) as the minimization of an indefinite quadratic function subject to the intersection of unit ball with a single linear inequality constraint. Using a variation of the S-Lemma, we derive the necessary and sufficient optimality conditions for eTRS. Then, an OCP/SDP formulation is introduced for the problem. Finally, several illustrative examples are provided. |
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متن کامل [PDF 194 kb]
(12629 دریافت)
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نوع مطالعه: پژوهشی |
موضوع مقاله:
Continuous Optimization
دریافت: 1398/9/14 | پذیرش: 1398/9/14 | انتشار: 1398/9/14
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