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Showing 1 results for S-Lemma

Mr Saeed Fallahi, Prof. Maziar Salahi, Mr Saeed Ansary Karbasy,
Volume 9, Issue 2 (6-2018)
Abstract

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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مجله انجمن ایرانی تحقیق در عملیات Iranian Journal of Operations Research
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