:: Volume 9, Issue 2 (6-2018) ::
IJOR 2018, 9(2): 3-14 Back to browse issues page
On SOCP/SDP Formulation of the Extended Trust Region Subproblem
Saeed Fallahi Mr, Maziar Salahi Prof. , Saeed Ansary Karbasy Mr
University of Guilan , salahim@guilan.ac.ir
Abstract:   (1600 Views)
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.
Keywords: Extended trust region subproblem, S-Lemma, Semidefinite program, Second order cone program.
Full-Text [PDF 194 kb]   (1812 Downloads)    
Type of Study: Original | Subject: Continuous Optimization
Received: 2019/12/5 | Accepted: 2019/12/5 | Published: 2019/12/5

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Volume 9, Issue 2 (6-2018) Back to browse issues page